BVT Call 220 WM 20.12.2024
/ DE000VD3LSK1
BVT Call 220 WM 20.12.2024/ DE000VD3LSK1 /
| 11/8/2024 9:01:37 AM |
Chg.- |
Bid8:10:37 AM |
Ask8:10:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
0.750
Bid Size: 4,000 |
0.820
Ask Size: 4,000 |
Waste Management |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3LSK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| 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: |
27.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
0.38 |
| Time value: |
0.37 |
| Break-even: |
212.77 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
18.29 |
| Rho: |
0.15 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.57% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
-1.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.350 |
| 1M High / 1M Low: |
0.590 |
0.300 |
| 6M High / 6M Low: |
1.430 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.447 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.35% |
| Volatility 6M: |
|
245.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
