BVT Call 150 ROST 20.12.2024
/ DE000VD3LKX1
BVT Call 150 ROST 20.12.2024/ DE000VD3LKX1 /
| 08/11/2024 09:01:32 |
Chg.+0.095 |
Bid18:59:09 |
Ask18:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+46.34% |
0.370
Bid Size: 80,000 |
0.380
Ask Size: 80,000 |
Ross Stores Inc |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3LKX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-0.74 |
| Time value: |
0.31 |
| Break-even: |
142.05 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.34 |
| Theta: |
-0.07 |
| Omega: |
14.49 |
| Rho: |
0.05 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.205 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
-38.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.205 |
| 1M High / 1M Low: |
0.650 |
0.205 |
| 6M High / 6M Low: |
1.520 |
0.205 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.303 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.692 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.33% |
| Volatility 6M: |
|
252.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
