BVT Call 21 ZAL 16.08.2024
/ DE000VD72M82
BVT Call 21 ZAL 16.08.2024/ DE000VD72M82 /
| 2024-07-26 6:13:32 PM |
Chg.+0.38 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
+11.88% |
-
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: |
3.05 |
| High: |
3.58 |
| Low: |
3.05 |
| Previous Close: |
3.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.06% |
| 1 Month |
|
|
+104.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
2.69 |
| 1M High / 1M Low: |
3.97 |
1.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
