BVT Call 180 FI 20.12.2024
/ DE000VD3RY11
BVT Call 180 FI 20.12.2024/ DE000VD3RY11 /
| 8/5/2024 3:56:31 PM |
Chg.+0.010 |
Bid8:37:29 PM |
Ask8:37:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+3.03% |
0.270
Bid Size: 46,000 |
0.290
Ask Size: 46,000 |
Fiserv |
180.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3RY1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
-1.93 |
| Time value: |
0.33 |
| Break-even: |
168.27 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
11.52 |
| Rho: |
0.13 |
Quote data
| Open: |
0.114 |
| High: |
0.340 |
| Low: |
0.114 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+125.17% |
| 3 Months |
|
|
+17.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.300 |
| 1M High / 1M Low: |
0.420 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
