BVT Call 185 HSY 20.12.2024
/ DE000VD36GC2
BVT Call 185 HSY 20.12.2024/ DE000VD36GC2 /
| 19/11/2024 10:37:40 |
Chg.-0.006 |
Bid13:30:18 |
Ask13:30:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-7.32% |
0.083
Bid Size: 16,000 |
0.100
Ask Size: 16,000 |
Hershey Company |
185.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD36GC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
157.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.42 |
| Time value: |
0.10 |
| Break-even: |
175.64 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
24.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.082 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.85% |
| 1 Month |
|
|
-89.30% |
| 3 Months |
|
|
-95.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.082 |
| 1M High / 1M Low: |
0.670 |
0.082 |
| 6M High / 6M Low: |
2.990 |
0.082 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.221 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
486.62% |
| Volatility 6M: |
|
223.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
