BVT Call 250 MTX 16.08.2024
/ DE000VD68EC0
BVT Call 250 MTX 16.08.2024/ DE000VD68EC0 /
| 2024-08-02 6:13:27 PM |
Chg.-1.27 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
-51.84% |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
250.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD68EC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.27 |
| Parity: |
0.66 |
| Time value: |
0.92 |
| Break-even: |
265.80 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.41 |
| Spread %: |
35.04% |
| Delta: |
0.61 |
| Theta: |
-0.46 |
| Omega: |
9.97 |
| Rho: |
0.05 |
Quote data
| Open: |
1.38 |
| High: |
1.52 |
| Low: |
1.00 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.18% |
| 1 Month |
|
|
-7.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
1.18 |
| 1M High / 1M Low: |
2.45 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
