BVT Call 150 JNJ 20.09.2024
/ DE000VD3PPV5
BVT Call 150 JNJ 20.09.2024/ DE000VD3PPV5 /
9/2/2024 7:54:31 PM |
Chg.+0.090 |
Bid7:54:31 PM |
Ask7:54:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.480EUR |
+6.47% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
150.00 - |
9/20/2024 |
Call |
Master data
WKN: |
VD3PPV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
JOHNSON + JOHNSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
9/20/2024 |
Issue date: |
4/9/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.02 |
Implied volatility: |
1.13 |
Historic volatility: |
0.14 |
Parity: |
0.02 |
Time value: |
1.50 |
Break-even: |
165.20 |
Moneyness: |
1.00 |
Premium: |
0.10 |
Premium p.a.: |
5.92 |
Spread abs.: |
0.01 |
Spread %: |
0.66% |
Delta: |
0.55 |
Theta: |
-0.42 |
Omega: |
5.48 |
Rho: |
0.03 |
Quote data
Open: |
1.500 |
High: |
1.500 |
Low: |
1.480 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.82% |
1 Month |
|
|
+12.98% |
3 Months |
|
|
+236.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.400 |
1.240 |
1M High / 1M Low: |
1.400 |
0.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |