BVT Call 21 ZAL 16.08.2024/  DE000VD72M82  /

Frankfurt Zert./VONT
2024-07-26  8:04:49 PM Chg.+0.300 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
3.420EUR +9.62% -
Bid Size: -
-
Ask Size: -
ZALANDO SE 21.00 EUR 2024-08-16 Call
 

Master data

WKN: VD72M8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ZALANDO SE
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 2024-08-16
Issue date: 2024-06-17
Last trading day: 2024-08-16
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.17
Leverage: Yes

Calculated values

Fair value: 3.23
Intrinsic value: 3.07
Implied volatility: 0.94
Historic volatility: 0.46
Parity: 3.07
Time value: 0.83
Break-even: 24.90
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.86
Spread abs.: 0.50
Spread %: 14.71%
Delta: 0.77
Theta: -0.04
Omega: 4.76
Rho: 0.01
 

Quote data

Open: 3.340
High: 3.500
Low: 3.330
Previous Close: 3.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.85%
1 Month  
+94.32%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.420 2.720
1M High / 1M Low: 3.990 1.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.014
Avg. volume 1W:   0.000
Avg. price 1M:   3.154
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -