BVT Call 290 AP3 20.12.2024
/ DE000VD3SS91
BVT Call 290 AP3 20.12.2024/ DE000VD3SS91 /
04/10/2024 08:47:33 |
Chg.-0.21 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.41EUR |
-12.96% |
- Bid Size: - |
- Ask Size: - |
AIR PROD. CHEM. ... |
290.00 - |
20/12/2024 |
Call |
Master data
WKN: |
VD3SS9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.26 |
Parity: |
-2.99 |
Time value: |
1.39 |
Break-even: |
303.90 |
Moneyness: |
0.90 |
Premium: |
0.17 |
Premium p.a.: |
1.11 |
Spread abs.: |
0.02 |
Spread %: |
1.46% |
Delta: |
0.37 |
Theta: |
-0.16 |
Omega: |
7.01 |
Rho: |
0.17 |
Quote data
Open: |
1.41 |
High: |
1.41 |
Low: |
1.41 |
Previous Close: |
1.62 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.54% |
1 Month |
|
|
+65.88% |
3 Months |
|
|
+104.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.13 |
1.41 |
1M High / 1M Low: |
2.13 |
0.77 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |