BVT Call 220 DB1 20.09.2024
/ DE000VD1GC46
BVT Call 220 DB1 20.09.2024/ DE000VD1GC46 /
2024-07-12 7:54:26 PM |
Chg.+0.011 |
Bid7:54:26 PM |
Ask7:54:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
+52.38% |
0.032 Bid Size: 10,000 |
0.042 Ask Size: 10,000 |
DEUTSCHE BOERSE NA O... |
220.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
VD1GC4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-05 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
587.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
-3.19 |
Time value: |
0.03 |
Break-even: |
220.32 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
1.28 |
Spread abs.: |
0.01 |
Spread %: |
45.45% |
Delta: |
0.05 |
Theta: |
-0.01 |
Omega: |
28.33 |
Rho: |
0.02 |
Quote data
Open: |
0.021 |
High: |
0.036 |
Low: |
0.021 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.34% |
1 Month |
|
|
-8.57% |
3 Months |
|
|
-67.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.029 |
0.020 |
1M High / 1M Low: |
0.077 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
387.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |