BVT Call 155 FI 20.12.2024
/ DE000VD3VXW5
BVT Call 155 FI 20.12.2024/ DE000VD3VXW5 /
| 15/11/2024 20:04:47 |
Chg.-0.090 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.360EUR |
-1.65% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
155.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3VXW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.35 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.15 |
| Parity: |
5.30 |
| Time value: |
0.14 |
| Break-even: |
201.60 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.95 |
| Theta: |
-0.07 |
| Omega: |
3.50 |
| Rho: |
0.13 |
Quote data
| Open: |
5.270 |
| High: |
5.360 |
| Low: |
5.270 |
| Previous Close: |
5.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.29% |
| 1 Month |
|
|
+32.35% |
| 3 Months |
|
|
+219.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.770 |
5.360 |
| 1M High / 1M Low: |
5.770 |
4.050 |
| 6M High / 6M Low: |
5.770 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.21% |
| Volatility 6M: |
|
113.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
