BVT Call 160 EL 20.12.2024
/ DE000VD3SR92
BVT Call 160 EL 20.12.2024/ DE000VD3SR92 /
| 2024-07-30 8:46:22 AM |
Chg.-0.018 |
Bid6:49:22 PM |
Ask6:49:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-18.00% |
0.105
Bid Size: 92,000 |
0.115
Ask Size: 46,000 |
Estee Lauder Compani... |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SR9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
-5.48 |
| Time value: |
0.10 |
| Break-even: |
148.92 |
| Moneyness: |
0.63 |
| Premium: |
0.60 |
| Premium p.a.: |
2.32 |
| Spread abs.: |
0.02 |
| Spread %: |
24.10% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
8.08 |
| Rho: |
0.03 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.082 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.77% |
| 1 Month |
|
|
-47.10% |
| 3 Months |
|
|
-94.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.109 |
0.092 |
| 1M High / 1M Low: |
0.145 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
