BVT Call 27 PFE 19.07.2024
/ DE000VD79LR0
BVT Call 27 PFE 19.07.2024/ DE000VD79LR0 /
| 7/10/2024 8:29:20 AM |
Chg.-0.019 |
Bid9:10:30 AM |
Ask9:10:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-18.10% |
0.085
Bid Size: 62,000 |
0.095
Ask Size: 62,000 |
Pfizer Inc |
27.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
VD79LR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
6/19/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.09 |
| Time value: |
0.03 |
| Break-even: |
26.04 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
9.90% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
17.29 |
| Rho: |
0.00 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.105 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.111 |
0.091 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| 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: |
|
- |
