BVT Call 155 ILMN 20.12.2024
/ DE000VD9YBF7
BVT Call 155 ILMN 20.12.2024/ DE000VD9YBF7 /
| 08/11/2024 09:14:45 |
Chg.+0.150 |
Bid10:15:13 |
Ask10:15:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+20.55% |
0.880
Bid Size: 10,000 |
0.940
Ask Size: 10,000 |
Illumina Inc |
155.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD9YBF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
15/07/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
0.01 |
| Time value: |
0.91 |
| Break-even: |
152.78 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.54 |
| Theta: |
-0.11 |
| Omega: |
8.48 |
| Rho: |
0.08 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-5.38% |
| 3 Months |
|
|
+17.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.720 |
| 1M High / 1M Low: |
1.130 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
