BVT Call 26 INTC 08.11.2024
/ DE000VC5ZP53
BVT Call 26 INTC 08.11.2024/ DE000VC5ZP53 /
| 11/7/2024 8:24:24 AM |
Chg.+0.084 |
Bid1:18:31 PM |
Ask1:18:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+38.89% |
0.310
Bid Size: 11,000 |
0.340
Ask Size: 11,000 |
Intel Corporation |
26.00 USD |
11/8/2024 |
Call |
Master data
| WKN: |
VC5ZP5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
11/8/2024 |
| Issue date: |
10/15/2024 |
| Last trading day: |
11/8/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.40 |
| Historic volatility: |
0.46 |
| Parity: |
-0.89 |
| Time value: |
0.34 |
| Break-even: |
24.57 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.32 |
| Theta: |
-0.31 |
| Omega: |
21.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.216 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.13% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.056 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.339 |
| 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: |
|
- |
