BVT Call 185 HSY 20.12.2024
/ DE000VD36GC2
BVT Call 185 HSY 20.12.2024/ DE000VD36GC2 /
| 10/15/2024 8:28:23 AM |
Chg.0.000 |
Bid8:31:39 AM |
Ask8:31:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
0.00% |
0.800
Bid Size: 5,000 |
0.870
Ask Size: 5,000 |
Hershey Company |
185.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.09 |
| Time value: |
0.71 |
| Break-even: |
177.58 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
12.02 |
| Rho: |
0.16 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.13% |
| 1 Month |
|
|
-54.86% |
| 3 Months |
|
|
-43.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.790 |
| 1M High / 1M Low: |
1.880 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.875 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
