BVT Call 190 HSY 20.12.2024
/ DE000VD3YE32
BVT Call 190 HSY 20.12.2024/ DE000VD3YE32 /
| 9/12/2024 8:02:52 PM |
Chg.-0.050 |
Bid9:27:44 AM |
Ask9:27:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-3.50% |
1.450
Bid Size: 7,000 |
1.520
Ask Size: 7,000 |
Hershey Company |
190.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.76 |
| Time value: |
0.69 |
| Break-even: |
186.00 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
8.40 |
| Rho: |
0.29 |
Quote data
| Open: |
1.470 |
| High: |
1.480 |
| Low: |
1.330 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-17.37% |
| 3 Months |
|
|
+13.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.380 |
| 1M High / 1M Low: |
1.780 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
