BVT Call 185 FI 20.12.2024
/ DE000VD3RY52
BVT Call 185 FI 20.12.2024/ DE000VD3RY52 /
| 11/09/2024 10:24:48 |
Chg.-0.020 |
Bid11:45:42 |
Ask11:45:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-4.76% |
0.400
Bid Size: 11,000 |
0.430
Ask Size: 11,000 |
Fiserv |
185.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3RY5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 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: |
36.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
-1.14 |
| Time value: |
0.43 |
| Break-even: |
172.17 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
12.44 |
| Rho: |
0.13 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.98% |
| 1 Month |
|
|
+73.91% |
| 3 Months |
|
|
+220.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.450 |
0.221 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
