BVT Call 400 HD 20.12.2024
/ DE000VD3R8V1
BVT Call 400 HD 20.12.2024/ DE000VD3R8V1 /
28/08/2024 19:52:19 |
Chg.-0.020 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-2.53% |
- Bid Size: - |
- Ask Size: - |
Home Depot Inc |
400.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3R8V |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
42.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-2.40 |
Time value: |
0.79 |
Break-even: |
365.78 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
1.28% |
Delta: |
0.33 |
Theta: |
-0.07 |
Omega: |
13.91 |
Rho: |
0.32 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.770 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.75% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
+175.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.650 |
1M High / 1M Low: |
1.080 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.788 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
257.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |