BVT Call 18 CCL 20.12.2024
/ DE000VD3SHR4
BVT Call 18 CCL 20.12.2024/ DE000VD3SHR4 /
| 2024-11-11 8:45:55 AM |
Chg.+0.41 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.97EUR |
+7.37% |
-
Bid Size: - |
-
Ask Size: - |
Carnival Corp |
18.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SHR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.68 |
| Intrinsic value: |
5.60 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.46 |
| Parity: |
5.60 |
| Time value: |
0.31 |
| Break-even: |
22.71 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.44 |
| Rho: |
0.02 |
Quote data
| Open: |
5.97 |
| High: |
5.97 |
| Low: |
5.97 |
| Previous Close: |
5.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.97% |
| 1 Month |
|
|
+100.34% |
| 3 Months |
|
|
+740.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.93 |
4.02 |
| 1M High / 1M Low: |
5.93 |
2.88 |
| 6M High / 6M Low: |
5.93 |
0.63 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.90 |
| Avg. volume 6M: |
|
9.30 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.73% |
| Volatility 6M: |
|
244.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
