BVT Call 220 HSY 20.12.2024
/ DE000VD3LPY8
BVT Call 220 HSY 20.12.2024/ DE000VD3LPY8 /
| 9/13/2024 8:49:35 AM |
Chg.-0.020 |
Bid4:52:11 PM |
Ask4:52:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-7.69% |
0.270
Bid Size: 36,000 |
0.290
Ask Size: 36,000 |
Hershey Company |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3LPY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.94 |
| Time value: |
0.26 |
| Break-even: |
201.17 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.23 |
| Theta: |
-0.04 |
| Omega: |
15.67 |
| Rho: |
0.10 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.250 |
| 1M High / 1M Low: |
0.400 |
0.137 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
