BVT Call 250 ADS 18.10.2024
/ DE000VC099Z1
BVT Call 250 ADS 18.10.2024/ DE000VC099Z1 /
02/10/2024 19:50:50 |
Chg.+0.056 |
Bid21:50:22 |
Ask20:36:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.221EUR |
+33.94% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
250.00 EUR |
18/10/2024 |
Call |
Master data
WKN: |
VC099Z |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 EUR |
Maturity: |
18/10/2024 |
Issue date: |
02/08/2024 |
Last trading day: |
18/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
107.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
-1.72 |
Time value: |
0.22 |
Break-even: |
252.16 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
5.19 |
Spread abs.: |
0.02 |
Spread %: |
12.50% |
Delta: |
0.21 |
Theta: |
-0.18 |
Omega: |
22.47 |
Rho: |
0.02 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.217 |
Previous Close: |
0.165 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+211.27% |
1 Month |
|
|
+0.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.071 |
1M High / 1M Low: |
0.360 |
0.056 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.229 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
982.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |