BVT Call 32.5 DHL 20.12.2024
/ DE000VM8P9S3
BVT Call 32.5 DHL 20.12.2024/ DE000VM8P9S3 /
| 15/11/2024 19:51:16 |
Chg.+0.240 |
Bid21:57:45 |
Ask21:57:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
+9.41% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE POST AG NA ... |
32.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
VM8P9S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.98 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
2.79 |
| Time value: |
0.16 |
| Break-even: |
35.45 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.16 |
| Spread %: |
5.73% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
11.12 |
| Rho: |
0.03 |
Quote data
| Open: |
2.800 |
| High: |
2.900 |
| Low: |
2.790 |
| Previous Close: |
2.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.42% |
| 1 Month |
|
|
-31.11% |
| 3 Months |
|
|
-28.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.990 |
2.190 |
| 1M High / 1M Low: |
4.100 |
2.190 |
| 6M High / 6M Low: |
4.430 |
2.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.961 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.68% |
| Volatility 6M: |
|
80.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
