BVT Call 175 ILU 20.12.2024
/ DE000VD3R7A7
BVT Call 175 ILU 20.12.2024/ DE000VD3R7A7 /
| 6/5/2024 10:34:10 AM |
Chg.+0.001 |
Bid11:15:49 AM |
Ask11:15:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
+0.61% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
175.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VD3R7A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
6/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.37 |
| Parity: |
-7.76 |
| Time value: |
0.19 |
| Break-even: |
176.85 |
| Moneyness: |
0.56 |
| Premium: |
0.82 |
| Premium p.a.: |
2.66 |
| Spread abs.: |
0.02 |
| Spread %: |
11.45% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
5.98 |
| Rho: |
0.04 |
Quote data
| Open: |
0.166 |
| High: |
0.166 |
| Low: |
0.166 |
| Previous Close: |
0.165 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.166 |
0.166 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
