BVT Call 170 EL 20.09.2024
/ DE000VM7PA83
BVT Call 170 EL 20.09.2024/ DE000VM7PA83 /
| 7/30/2024 7:52:03 PM |
Chg.+0.019 |
Bid8:00:18 AM |
Ask8:00:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+146.15% |
0.034
Bid Size: 14,000 |
0.044
Ask Size: 14,000 |
Estee Lauder Compani... |
170.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7PA8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
404.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.39 |
| Parity: |
-6.40 |
| Time value: |
0.02 |
| Break-even: |
157.36 |
| Moneyness: |
0.59 |
| Premium: |
0.69 |
| Premium p.a.: |
38.80 |
| Spread abs.: |
0.01 |
| Spread %: |
76.92% |
| Delta: |
0.03 |
| Theta: |
-0.01 |
| Omega: |
11.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.013 |
| High: |
0.032 |
| Low: |
0.012 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-28.89% |
| 3 Months |
|
|
-95.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.013 |
| 1M High / 1M Low: |
0.065 |
0.013 |
| 6M High / 6M Low: |
1.240 |
0.013 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,031.22% |
| Volatility 6M: |
|
519.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
