BVT Call 190 AMZN/ DE000VD7AYL1 /
| 7/12/2024 9:46:51 AM | Chg.-0.420 | Bid10:00:36 PM | Ask10:00:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.490EUR | -46.15% | - Bid Size: - |
- Ask Size: - |
Amazon.com Inc | - USD | 7/12/2024 | Call |
Master data
| WKN: | VD7AYL |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 7/12/2024 |
| Issue date: | 6/5/2024 |
| Last trading day: | 7/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 19.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 0.87 |
| Historic volatility: | 0.25 |
| Parity: | 0.90 |
| Time value: | 0.06 |
| Break-even: | 184.99 |
| Moneyness: | 1.05 |
| Premium: | 0.00 |
| Premium p.a.: | 2.04 |
| Spread abs.: | 0.02 |
| Spread %: | 2.13% |
| Delta: | 0.87 |
| Theta: | -0.89 |
| Omega: | 16.75 |
| Rho: | 0.00 |
Quote data
| Open: | 0.490 |
|---|---|
| High: | 0.490 |
| Low: | 0.490 |
| Previous Close: | 0.910 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -40.24% | ||
|---|---|---|---|
| 1 Month | +32.43% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.980 | 0.820 |
|---|---|---|
| 1M High / 1M Low: | 1.090 | 0.195 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.916 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.556 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 522.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
