BVT Call 180 FI 20.12.2024
/ DE000VD3RY11
BVT Call 180 FI 20.12.2024/ DE000VD3RY11 /
| 11/10/2024 19:53:37 |
Chg.+0.170 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+13.18% |
-
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: |
11.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
0.95 |
| Time value: |
0.54 |
| Break-even: |
179.51 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
8.26 |
| Rho: |
0.20 |
Quote data
| Open: |
1.300 |
| High: |
1.500 |
| Low: |
1.300 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.73% |
| 1 Month |
|
|
+147.46% |
| 3 Months |
|
|
+554.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.210 |
| 1M High / 1M Low: |
1.460 |
0.590 |
| 6M High / 6M Low: |
1.460 |
0.128 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.407 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.87% |
| Volatility 6M: |
|
176.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
