BVT Call 165 FI 20.12.2024
/ DE000VD3RYS9
BVT Call 165 FI 20.12.2024/ DE000VD3RYS9 /
| 2024-08-05 3:56:31 PM |
Chg.-0.020 |
Bid7:33:53 PM |
Ask7:33:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-2.44% |
0.710
Bid Size: 42,000 |
0.730
Ask Size: 42,000 |
Fiserv |
165.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3RYS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
-0.56 |
| Time value: |
0.78 |
| Break-even: |
159.02 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
8.83 |
| Rho: |
0.23 |
Quote data
| Open: |
0.330 |
| High: |
0.800 |
| Low: |
0.330 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.780 |
| 1M High / 1M Low: |
1.030 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
