BVT Call 155 CVX 20.12.2024
/ DE000VD4BC71
BVT Call 155 CVX 20.12.2024/ DE000VD4BC71 /
| 2024-11-14 8:44:59 AM |
Chg.- |
Bid8:10:11 AM |
Ask8:10:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
- |
0.680
Bid Size: 4,500 |
0.730
Ask Size: 4,500 |
Chevron Corporation |
155.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4BC7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
0.20 |
| Break-even: |
152.20 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
19.20 |
| Rho: |
0.10 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
+76.67% |
| 3 Months |
|
|
+55.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.390 |
| 1M High / 1M Low: |
0.590 |
0.260 |
| 6M High / 6M Low: |
1.520 |
0.165 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.664 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.68% |
| Volatility 6M: |
|
247.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
