BVT Call 33 MOS 20.12.2024
/ DE000VD3R4A4
BVT Call 33 MOS 20.12.2024/ DE000VD3R4A4 /
18/09/2024 08:46:31 |
Chg.+0.004 |
Bid17:58:48 |
Ask17:58:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
+18.18% |
0.025 Bid Size: 184,000 |
0.035 Ask Size: 184,000 |
Mosaic Company |
33.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3R4A |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mosaic Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
33.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
64.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.29 |
Parity: |
-0.66 |
Time value: |
0.04 |
Break-even: |
30.03 |
Moneyness: |
0.78 |
Premium: |
0.30 |
Premium p.a.: |
1.82 |
Spread abs.: |
0.01 |
Spread %: |
38.46% |
Delta: |
0.15 |
Theta: |
-0.01 |
Omega: |
9.80 |
Rho: |
0.01 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.022 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.84% |
1 Month |
|
|
-62.32% |
3 Months |
|
|
-73.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.019 |
1M High / 1M Low: |
0.086 |
0.019 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.055 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
369.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |