BVT Call 310 APD 20.12.2024
/ DE000VD6K486
BVT Call 310 APD 20.12.2024/ DE000VD6K486 /
| 2024-11-08 8:49:07 AM |
Chg.-0.14 |
Bid5:23:53 PM |
Ask5:23:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-11.67% |
1.09
Bid Size: 18,000 |
1.11
Ask Size: 18,000 |
Air Products and Che... |
310.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD6K48 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Air Products and Chemicals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
0.26 |
| Time value: |
0.81 |
| Break-even: |
297.85 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.58 |
| Theta: |
-0.12 |
| Omega: |
15.72 |
| Rho: |
0.18 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.48% |
| 1 Month |
|
|
-34.16% |
| 3 Months |
|
|
+43.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.20 |
| 1M High / 1M Low: |
2.85 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
