BVT Call 390 HD 20.12.2024
/ DE000VD3R8U3
BVT Call 390 HD 20.12.2024/ DE000VD3R8U3 /
10/4/2024 8:46:44 AM |
Chg.+0.09 |
Bid4:51:02 PM |
Ask4:51:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.16EUR |
+2.93% |
2.59 Bid Size: 23,000 |
2.60 Ask Size: 23,000 |
Home Depot Inc |
390.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD3R8U |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 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: |
11.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.61 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
1.96 |
Time value: |
1.20 |
Break-even: |
385.01 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.32% |
Delta: |
0.70 |
Theta: |
-0.13 |
Omega: |
8.32 |
Rho: |
0.49 |
Quote data
Open: |
3.16 |
High: |
3.16 |
Low: |
3.16 |
Previous Close: |
3.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+51.20% |
1 Month |
|
|
+267.44% |
3 Months |
|
|
+586.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.07 |
2.09 |
1M High / 1M Low: |
3.07 |
0.78 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.56 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.64 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |