BVT Call 200 ADSK 20.12.2024
/ DE000VD64GL5
BVT Call 200 ADSK 20.12.2024/ DE000VD64GL5 /
| 2024-11-07 8:42:35 AM |
Chg.+0.61 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.79EUR |
+6.64% |
-
Bid Size: - |
-
Ask Size: - |
Autodesk Inc |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD64GL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Autodesk Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.60 |
| Intrinsic value: |
9.54 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.25 |
| Parity: |
9.54 |
| Time value: |
0.22 |
| Break-even: |
283.96 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.10% |
| Delta: |
0.95 |
| Theta: |
-0.10 |
| Omega: |
2.75 |
| Rho: |
0.20 |
Quote data
| Open: |
9.79 |
| High: |
9.79 |
| Low: |
9.79 |
| Previous Close: |
9.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.87% |
| 1 Month |
|
|
+52.73% |
| 3 Months |
|
|
+134.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.79 |
7.84 |
| 1M High / 1M Low: |
9.79 |
6.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
