BVT Call 40 PAH3 19.07.2024
/ DE000VD76EH2
BVT Call 40 PAH3 19.07.2024/ DE000VD76EH2 /
| 09/07/2024 19:50:53 |
Chg.-0.060 |
Bid09:28:38 |
Ask09:28:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-19.35% |
0.290
Bid Size: 50,000 |
0.300
Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
40.00 EUR |
19/07/2024 |
Call |
Master data
| WKN: |
VD76EH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
18/06/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.21 |
| Parity: |
0.28 |
| Time value: |
0.07 |
| Break-even: |
43.50 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.05 |
| Spread %: |
16.67% |
| Delta: |
0.76 |
| Theta: |
-0.07 |
| Omega: |
9.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
