BVT Call 155 EL 20.12.2024/  DE000VD3SSF6  /

EUWAX
2024-10-22  8:49:05 AM Chg.- Bid8:00:06 PM Ask8:00:06 PM Underlying Strike price Expiration date Option type
0.002EUR - -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 155.00 - 2024-12-20 Call
 

Master data

WKN: VD3SSF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-12-20
Issue date: 2024-04-10
Last trading day: 2024-10-22
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 119.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.52
Historic volatility: 0.41
Parity: -9.54
Time value: 0.05
Break-even: 155.50
Moneyness: 0.38
Premium: 1.61
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 2,400.00%
Delta: 0.05
Theta: -0.04
Omega: 5.75
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.004
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -88.24%
3 Months
  -97.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.017 0.002
6M High / 6M Low: 0.960 0.002
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.74%
Volatility 6M:   558.76%
Volatility 1Y:   -
Volatility 3Y:   -