BVT Call 22.5 ZAL 16.08.2024
/ DE000VD7TMS1
BVT Call 22.5 ZAL 16.08.2024/ DE000VD7TMS1 /
| 2024-07-26 6:12:49 PM |
Chg.+0.34 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+16.75% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
22.50 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD7TMS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-12 |
| Last trading day: |
2024-08-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.46 |
| Parity: |
1.57 |
| Time value: |
1.07 |
| Break-even: |
25.14 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.42 |
| Spread %: |
18.92% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
6.20 |
| Rho: |
0.01 |
Quote data
| Open: |
1.92 |
| High: |
2.37 |
| Low: |
1.92 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.40% |
| 1 Month |
|
|
+119.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
1.67 |
| 1M High / 1M Low: |
2.76 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
