BVT Call 165 ROST 20.12.2024
/ DE000VD3LK21
BVT Call 165 ROST 20.12.2024/ DE000VD3LK21 /
| 17/07/2024 13:43:40 |
Chg.0.000 |
Bid15:48:37 |
Ask15:48:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
0.00% |
0.330
Bid Size: 76,000 |
0.340
Ask Size: 76,000 |
Ross Stores Inc |
165.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3LK2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.48 |
| Time value: |
0.37 |
| Break-even: |
155.05 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
11.27 |
| Rho: |
0.16 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-23.40% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.340 |
| 1M High / 1M Low: |
0.480 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
