BVT Call 27 FRE 16.08.2024
/ DE000VD8F2X9
BVT Call 27 FRE 16.08.2024/ DE000VD8F2X9 /
| 2024-08-01 10:35:30 AM |
Chg.-0.150 |
Bid10:51:57 AM |
Ask10:51:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.990EUR |
-2.44% |
6.000
Bid Size: 14,000 |
6.070
Ask Size: 14,000 |
FRESENIUS SE+CO.KGAA... |
27.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD8F2X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-21 |
| Last trading day: |
2024-08-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.23 |
| Intrinsic value: |
6.19 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.24 |
| Parity: |
6.19 |
| Time value: |
0.43 |
| Break-even: |
33.62 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.40 |
| Spread %: |
6.43% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
4.43 |
| Rho: |
0.01 |
Quote data
| Open: |
5.990 |
| High: |
5.990 |
| Low: |
5.990 |
| Previous Close: |
6.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.52% |
| 1 Month |
|
|
+196.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.140 |
4.970 |
| 1M High / 1M Low: |
6.140 |
1.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
