BVT Call 165 ROST 20.12.2024
/ DE000VD3LK21
BVT Call 165 ROST 20.12.2024/ DE000VD3LK21 /
8/30/2024 8:48:16 AM |
Chg.+0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
Ross Stores Inc |
165.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
58.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-1.30 |
Time value: |
0.23 |
Break-even: |
151.68 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
4.50% |
Delta: |
0.26 |
Theta: |
-0.03 |
Omega: |
15.28 |
Rho: |
0.10 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-63.38% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
-3.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.240 |
1M High / 1M Low: |
0.710 |
0.187 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
435.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |