BVT Call 160 CVX 20.12.2024
/ DE000VD3R0P0
BVT Call 160 CVX 20.12.2024/ DE000VD3R0P0 /
| 11/10/2024 10:12:32 |
Chg.+0.020 |
Bid17:01:58 |
Ask17:01:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+8.33% |
0.280
Bid Size: 31,000 |
0.290
Ask Size: 31,000 |
Chevron Corporation |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3R0P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.86 |
| Time value: |
0.27 |
| Break-even: |
149.04 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
16.06 |
| Rho: |
0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
+168.04% |
| 3 Months |
|
|
-58.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.240 |
| 1M High / 1M Low: |
0.350 |
0.097 |
| 6M High / 6M Low: |
1.520 |
0.097 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.293 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.69% |
| Volatility 6M: |
|
237.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
