BVT Call 165 CVX 20.12.2024
/ DE000VD3R009
BVT Call 165 CVX 20.12.2024/ DE000VD3R009 /
06/09/2024 08:46:50 |
Chg.-0.019 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-19.79% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
165.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3R00 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 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: |
176.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-2.39 |
Time value: |
0.07 |
Break-even: |
149.56 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.01 |
Spread %: |
16.39% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
17.93 |
Rho: |
0.03 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.096 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-53.33% |
1 Month |
|
|
-59.69% |
3 Months |
|
|
-86.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.158 |
0.077 |
1M High / 1M Low: |
0.214 |
0.077 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.156 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
206.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |