BVT Call 160 ROST 20.12.2024
/ DE000VD3LKL6
BVT Call 160 ROST 20.12.2024/ DE000VD3LKL6 /
10/4/2024 7:48:03 PM |
Chg.-0.048 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.168EUR |
-22.22% |
- Bid Size: - |
- Ask Size: - |
Ross Stores Inc |
160.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
70.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-1.31 |
Time value: |
0.19 |
Break-even: |
147.66 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.01 |
Spread %: |
5.65% |
Delta: |
0.23 |
Theta: |
-0.03 |
Omega: |
16.38 |
Rho: |
0.06 |
Quote data
Open: |
0.219 |
High: |
0.228 |
Low: |
0.168 |
Previous Close: |
0.216 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-54.59% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-59.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.168 |
1M High / 1M Low: |
0.520 |
0.168 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.241 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.359 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
216.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |