BVT Call 175 FI 20.12.2024
/ DE000VD3RY37
BVT Call 175 FI 20.12.2024/ DE000VD3RY37 /
| 2024-09-10 7:55:56 PM |
Chg.-0.030 |
Bid9:02:13 AM |
Ask9:02:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-3.61% |
0.770
Bid Size: 6,000 |
0.830
Ask Size: 6,000 |
Fiserv |
175.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3RY3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 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: |
19.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
-0.24 |
| Time value: |
0.82 |
| Break-even: |
167.00 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
9.77 |
| Rho: |
0.20 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.770 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+73.91% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.730 |
| 1M High / 1M Low: |
0.900 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.675 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
