BVT Call 290 STZ 20.12.2024
/ DE000VD3R9W7
BVT Call 290 STZ 20.12.2024/ DE000VD3R9W7 /
8/30/2024 1:53:53 PM |
Chg.+0.002 |
Bid2:49:22 PM |
Ask2:49:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
+2.94% |
0.069 Bid Size: 12,000 |
0.091 Ask Size: 12,000 |
Constellation Brands... |
290.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD3R9W |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
246.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
-4.70 |
Time value: |
0.09 |
Break-even: |
262.60 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.02 |
Spread %: |
33.85% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
18.74 |
Rho: |
0.05 |
Quote data
Open: |
0.069 |
High: |
0.070 |
Low: |
0.069 |
Previous Close: |
0.068 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-42.15% |
1 Month |
|
|
-58.08% |
3 Months |
|
|
-81.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.121 |
0.068 |
1M High / 1M Low: |
0.220 |
0.068 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |