BVT Call 165 FI 20.12.2024
/ DE000VD3RYS9
BVT Call 165 FI 20.12.2024/ DE000VD3RYS9 /
| 15/11/2024 19:51:33 |
Chg.-0.050 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.450EUR |
-1.11% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
165.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3RYS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| 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: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
4.36 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.15 |
| Parity: |
4.36 |
| Time value: |
0.14 |
| Break-even: |
201.73 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.94 |
| Theta: |
-0.07 |
| Omega: |
4.19 |
| Rho: |
0.13 |
Quote data
| Open: |
4.310 |
| High: |
4.450 |
| Low: |
4.310 |
| Previous Close: |
4.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.33% |
| 1 Month |
|
|
+34.44% |
| 3 Months |
|
|
+327.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.830 |
4.450 |
| 1M High / 1M Low: |
4.830 |
3.210 |
| 6M High / 6M Low: |
4.830 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.72% |
| Volatility 6M: |
|
131.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
