BVT Call 260 CRM 19.07.2024
/ DE000VD4A0E2
BVT Call 260 CRM 19.07.2024/ DE000VD4A0E2 /
| 17/07/2024 08:43:35 |
Chg.-0.006 |
Bid12:48:16 |
Ask12:48:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
-7.06% |
0.082
Bid Size: 14,000 |
0.092
Ask Size: 14,000 |
Salesforce Inc |
260.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
VD4A0E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Salesforce Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
172.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
-0.36 |
| Time value: |
0.14 |
| Break-even: |
239.85 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
45.80 |
| Spread abs.: |
0.01 |
| Spread %: |
7.94% |
| Delta: |
0.31 |
| Theta: |
-0.62 |
| Omega: |
53.42 |
| Rho: |
0.00 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.37% |
| 1 Month |
|
|
+19.70% |
| 3 Months |
|
|
-97.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.085 |
| 1M High / 1M Low: |
0.550 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,081.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
