BVT Call 165 CVX 20.12.2024
/ DE000VD3R009
BVT Call 165 CVX 20.12.2024/ DE000VD3R009 /
| 11/15/2024 8:46:45 AM |
Chg.+0.040 |
Bid11/15/2024 |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
+28.37% |
0.181
Bid Size: 10,000 |
0.200
Ask Size: 10,000 |
Chevron Corporation |
165.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.59 |
| Time value: |
0.15 |
| Break-even: |
157.63 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
7.30% |
| Delta: |
0.28 |
| Theta: |
-0.04 |
| Omega: |
28.57 |
| Rho: |
0.04 |
Quote data
| Open: |
0.181 |
| High: |
0.181 |
| Low: |
0.181 |
| Previous Close: |
0.141 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.83% |
| 1 Month |
|
|
+81.00% |
| 3 Months |
|
|
+23.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.141 |
0.089 |
| 1M High / 1M Low: |
0.159 |
0.079 |
| 6M High / 6M Low: |
0.970 |
0.057 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.06% |
| Volatility 6M: |
|
308.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
