BVT Call 22.5 ZAL 16.08.2024
/ DE000VD7TMS1
BVT Call 22.5 ZAL 16.08.2024/ DE000VD7TMS1 /
| 2024-07-05 6:09:38 PM |
Chg.+0.29 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
+13.62% |
-
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: |
9.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.48 |
| Parity: |
0.90 |
| Time value: |
1.60 |
| Break-even: |
25.00 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.37 |
| Spread %: |
17.37% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
5.82 |
| Rho: |
0.01 |
Quote data
| Open: |
2.20 |
| High: |
2.54 |
| Low: |
2.20 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.15% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.30 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
