BVT Call 190 HSY 20.12.2024
/ DE000VD3YE32
BVT Call 190 HSY 20.12.2024/ DE000VD3YE32 /
| 08/08/2024 14:03:00 |
Chg.-0.020 |
Bid14:16:41 |
Ask14:16:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-1.13% |
1.740
Bid Size: 10,000 |
1.790
Ask Size: 10,000 |
Hershey Company |
190.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3YE3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.90 |
| Time value: |
0.89 |
| Break-even: |
191.77 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
6.97 |
| Rho: |
0.39 |
Quote data
| Open: |
1.720 |
| High: |
1.750 |
| Low: |
1.720 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.13% |
| 1 Month |
|
|
+69.90% |
| 3 Months |
|
|
-15.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.520 |
| 1M High / 1M Low: |
1.770 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
