BVT Call 160 ZTS 20.12.2024
/ DE000VD36GT6
BVT Call 160 ZTS 20.12.2024/ DE000VD36GT6 /
2024-10-04 7:43:53 PM |
Chg.-0.080 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.060EUR |
-2.55% |
- Bid Size: - |
- Ask Size: - |
Zoetis Inc |
160.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD36GT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Zoetis Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-16 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.94 |
Intrinsic value: |
2.81 |
Implied volatility: |
0.43 |
Historic volatility: |
0.23 |
Parity: |
2.81 |
Time value: |
0.39 |
Break-even: |
176.99 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.63% |
Delta: |
0.85 |
Theta: |
-0.06 |
Omega: |
4.60 |
Rho: |
0.24 |
Quote data
Open: |
3.180 |
High: |
3.230 |
Low: |
3.060 |
Previous Close: |
3.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.79% |
1 Month |
|
|
+3.38% |
3 Months |
|
|
+27.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.400 |
3.060 |
1M High / 1M Low: |
3.590 |
2.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |