BVT Call 230 WM 20.12.2024
/ DE000VD3LSZ9
BVT Call 230 WM 20.12.2024/ DE000VD3LSZ9 /
| 29/07/2024 16:43:34 |
Chg.+0.022 |
Bid18:31:28 |
Ask18:31:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
+13.84% |
0.187
Bid Size: 34,000 |
0.197
Ask Size: 34,000 |
Waste Management |
230.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3LSZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
111.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-3.04 |
| Time value: |
0.16 |
| Break-even: |
213.56 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
6.54% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
16.27 |
| Rho: |
0.10 |
Quote data
| Open: |
0.155 |
| High: |
0.181 |
| Low: |
0.155 |
| Previous Close: |
0.159 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-78.45% |
| 1 Month |
|
|
-66.48% |
| 3 Months |
|
|
-75.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.159 |
| 1M High / 1M Low: |
0.900 |
0.159 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.511 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
