BVT Call 240 LOW 20.12.2024
/ DE000VD3R5Z8
BVT Call 240 LOW 20.12.2024/ DE000VD3R5Z8 /
| 2024-10-07 8:43:01 AM |
Chg.-0.24 |
Bid9:37:56 PM |
Ask9:37:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
-7.41% |
3.13
Bid Size: 25,000 |
3.14
Ask Size: 25,000 |
Lowes Companies Inc |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3R5Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lowes Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
2.53 |
| Time value: |
0.50 |
| Break-even: |
249.07 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
6.60 |
| Rho: |
0.34 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
3.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.09% |
| 1 Month |
|
|
+97.37% |
| 3 Months |
|
|
+476.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.91 |
| 1M High / 1M Low: |
3.36 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
