BVT Call 245 CRM 19.07.2024
/ DE000VD8EK66
BVT Call 245 CRM 19.07.2024/ DE000VD8EK66 /
| 17/07/2024 13:43:45 |
Chg.-0.180 |
Bid14:26:13 |
Ask14:26:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-19.57% |
0.840
Bid Size: 12,000 |
0.870
Ask Size: 12,000 |
Salesforce Inc |
245.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
VD8EK6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Salesforce Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.30 |
| Parity: |
1.01 |
| Time value: |
0.06 |
| Break-even: |
235.43 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.88 |
| Theta: |
-0.47 |
| Omega: |
19.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.740 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.59% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.580 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| 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: |
|
- |
