BVT Call 160 FI 20.12.2024
/ DE000VD3RY45
BVT Call 160 FI 20.12.2024/ DE000VD3RY45 /
| 10/07/2024 19:57:08 |
Chg.-0.170 |
Bid21:55:15 |
Ask21:55:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-25.37% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3RY4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| 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: |
21.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-0.82 |
| Time value: |
0.66 |
| Break-even: |
154.55 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
9.14 |
| Rho: |
0.24 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.500 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-24.24% |
| 3 Months |
|
|
-56.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.540 |
| 1M High / 1M Low: |
0.670 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
