BVT Call 165 ROST 20.12.2024
/ DE000VD3LK21
BVT Call 165 ROST 20.12.2024/ DE000VD3LK21 /
2024-10-04 7:44:05 PM |
Chg.-0.024 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.101EUR |
-19.20% |
- Bid Size: - |
- Ask Size: - |
Ross Stores Inc |
165.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-04-08 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
116.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-1.77 |
Time value: |
0.11 |
Break-even: |
151.48 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.01 |
Spread %: |
9.62% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
18.12 |
Rho: |
0.04 |
Quote data
Open: |
0.132 |
High: |
0.138 |
Low: |
0.101 |
Previous Close: |
0.125 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-56.28% |
1 Month |
|
|
-63.93% |
3 Months |
|
|
-66.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.192 |
0.101 |
1M High / 1M Low: |
0.350 |
0.101 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
228.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |