BVT Call 267.5 PPX 20.12.2024
/ DE000VC1VBM7
BVT Call 267.5 PPX 20.12.2024/ DE000VC1VBM7 /
| 2024-11-07 10:15:59 AM |
Chg.+0.002 |
Bid12:24:53 PM |
Ask12:24:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
+10.00% |
0.032
Bid Size: 178,000 |
0.042
Ask Size: 178,000 |
KERING S.A. INH. ... |
267.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VC1VBM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
267.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
76.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-0.37 |
| Time value: |
0.03 |
| Break-even: |
270.50 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
2.88 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.18 |
| Theta: |
-0.10 |
| Omega: |
13.62 |
| Rho: |
0.04 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
-78.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.020 |
| 1M High / 1M Low: |
0.100 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
389.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
