BVT Call 180 FI 20.12.2024
/ DE000VD3RY11
BVT Call 180 FI 20.12.2024/ DE000VD3RY11 /
15/10/2024 19:54:40 |
Chg.+0.200 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
1.820EUR |
+12.35% |
- Bid Size: - |
- Ask Size: - |
Fiserv |
180.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3RY1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.31 |
Historic volatility: |
0.15 |
Parity: |
1.21 |
Time value: |
0.49 |
Break-even: |
182.00 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
1.19% |
Delta: |
0.74 |
Theta: |
-0.07 |
Omega: |
7.72 |
Rho: |
0.21 |
Quote data
Open: |
1.680 |
High: |
1.830 |
Low: |
1.680 |
Previous Close: |
1.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+36.84% |
1 Month |
|
|
+171.64% |
3 Months |
|
|
+658.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.620 |
1.290 |
1M High / 1M Low: |
1.620 |
0.620 |
6M High / 6M Low: |
1.620 |
0.128 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.949 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.416 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.43% |
Volatility 6M: |
|
175.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |