BVT Call 400 CRWD 20.09.2024
/ DE000VM92S16
BVT Call 400 CRWD 20.09.2024/ DE000VM92S16 /
| 12/07/2024 08:52:39 |
Chg.-0.27 |
Bid16:20:32 |
Ask16:20:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
-13.78% |
1.80
Bid Size: 24,000 |
1.82
Ask Size: 24,000 |
CrowdStrike Holdings... |
400.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM92S1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CrowdStrike Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
-2.72 |
| Time value: |
1.78 |
| Break-even: |
385.65 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.40 |
| Theta: |
-0.20 |
| Omega: |
7.72 |
| Rho: |
0.23 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.75% |
| 1 Month |
|
|
-42.71% |
| 3 Months |
|
|
+15.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
1.96 |
| 1M High / 1M Low: |
3.12 |
1.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
