BVT Call 195 Technology Select Se.../  DE000VD4LNJ2  /

EUWAX
2024-07-26  8:58:58 AM Chg.-0.30 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
2.23EUR -11.86% -
Bid Size: -
-
Ask Size: -
- 195.00 - 2024-09-20 Call
 

Master data

WKN: VD4LNJ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-09-20
Issue date: 2024-04-22
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.34
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.43
Implied volatility: 0.70
Historic volatility: 0.17
Parity: 0.43
Time value: 1.96
Break-even: 218.90
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.87
Spread abs.: 0.02
Spread %: 0.84%
Delta: 0.59
Theta: -0.20
Omega: 4.94
Rho: 0.14
 

Quote data

Open: 2.23
High: 2.23
Low: 2.23
Previous Close: 2.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.40%
1 Month
  -33.63%
3 Months  
+50.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.12 2.23
1M High / 1M Low: 4.25 2.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.72
Avg. volume 1W:   0.00
Avg. price 1M:   3.43
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -