BVT Call 24 INTC 08.11.2024
/ DE000VC5ZP12
BVT Call 24 INTC 08.11.2024/ DE000VC5ZP12 /
| 2024-11-07 10:12:16 AM |
Chg.+0.400 |
Bid10:50:47 AM |
Ask10:50:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+44.94% |
1.320
Bid Size: 7,000 |
1.430
Ask Size: 7,000 |
Intel Corporation |
24.00 USD |
2024-11-08 |
Call |
Master data
| WKN: |
VC5ZP1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
2024-11-08 |
| Issue date: |
2024-10-15 |
| Last trading day: |
2024-11-08 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.46 |
| Parity: |
0.98 |
| Time value: |
0.27 |
| Break-even: |
23.61 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
67.21 |
| Spread abs.: |
0.03 |
| Spread %: |
2.46% |
| Delta: |
0.74 |
| Theta: |
-0.27 |
| Omega: |
13.81 |
| Rho: |
0.00 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.290 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.79% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.350 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
