BVT Call 39 CMCSA 20.09.2024
/ DE000VD36ET1
BVT Call 39 CMCSA 20.09.2024/ DE000VD36ET1 /
| 8/1/2024 1:53:24 PM |
Chg.-0.050 |
Bid2:42:14 PM |
Ask2:42:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-16.13% |
0.280
Bid Size: 21,000 |
0.290
Ask Size: 21,000 |
Comcast Corporation |
39.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD36ET |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.21 |
| Time value: |
0.09 |
| Break-even: |
39.03 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
9.30 |
| Rho: |
0.03 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+91.18% |
| 1 Month |
|
|
+72.19% |
| 3 Months |
|
|
+30.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.136 |
| 1M High / 1M Low: |
0.310 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
