BVT Call 230 WM 20.12.2024
/ DE000VD3LSZ9
BVT Call 230 WM 20.12.2024/ DE000VD3LSZ9 /
| 11/11/2024 8:47:46 AM |
Chg.+0.091 |
Bid8:48:58 AM |
Ask8:48:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+53.85% |
0.250
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
Waste Management |
230.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
-0.55 |
| Time value: |
0.28 |
| Break-even: |
217.40 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
26.69 |
| Rho: |
0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.169 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+122.22% |
| 1 Month |
|
|
+21.50% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.109 |
| 1M High / 1M Low: |
0.260 |
0.086 |
| 6M High / 6M Low: |
0.900 |
0.086 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
574.91% |
| Volatility 6M: |
|
308.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
