BVT Call 185 FI 20.12.2024/  DE000VD3RY52  /

EUWAX
9/11/2024  8:47:05 AM Chg.-0.020 Bid9:38:30 AM Ask9:38:30 AM Underlying Strike price Expiration date Option type
0.390EUR -4.88% 0.400
Bid Size: 11,000
0.430
Ask Size: 11,000
Fiserv 185.00 USD 12/20/2024 Call
 

Master data

WKN: VD3RY5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 185.00 USD
Maturity: 12/20/2024
Issue date: 4/10/2024
Last trading day: 12/20/2024
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: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+69.57%
3 Months  
+163.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.390
1M High / 1M Low: 0.450 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -