BVT Call 160 ROST 20.12.2024
/ DE000VD3LKL6
BVT Call 160 ROST 20.12.2024/ DE000VD3LKL6 /
| 2024-07-05 4:41:26 PM |
Chg.+0.020 |
Bid7:11:04 PM |
Ask7:11:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
0.400
Bid Size: 76,000 |
0.410
Ask Size: 76,000 |
Ross Stores Inc |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3LKL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.48 |
| Time value: |
0.40 |
| Break-even: |
152.00 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
10.54 |
| Rho: |
0.18 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.89% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.390 |
| 1M High / 1M Low: |
0.630 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
