BVT Call 400 DPZ 20.09.2024
/ DE000VM73A92
BVT Call 400 DPZ 20.09.2024/ DE000VM73A92 /
| 09/08/2024 20:01:33 |
Chg.+0.280 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.210EUR |
+7.12% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
400.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
VM73A9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.25 |
| Parity: |
0.16 |
| Time value: |
4.00 |
| Break-even: |
441.60 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.05 |
| Spread %: |
1.22% |
| Delta: |
0.56 |
| Theta: |
-0.50 |
| Omega: |
5.43 |
| Rho: |
0.21 |
Quote data
| Open: |
4.170 |
| High: |
4.210 |
| Low: |
3.990 |
| Previous Close: |
3.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.82% |
| 1 Month |
|
|
-45.82% |
| 3 Months |
|
|
-64.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.210 |
3.550 |
| 1M High / 1M Low: |
9.170 |
2.310 |
| 6M High / 6M Low: |
13.420 |
2.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.808 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.95% |
| Volatility 6M: |
|
152.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
