BVT Call 400 HD 20.12.2024
/ DE000VD3R8V1
BVT Call 400 HD 20.12.2024/ DE000VD3R8V1 /
| 11/6/2024 7:52:36 PM |
Chg.-0.560 |
Bid8:54:49 PM |
Ask8:54:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-38.62% |
0.940
Bid Size: 32,000 |
0.950
Ask Size: 32,000 |
Home Depot Inc |
400.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.01 |
| Time value: |
1.55 |
| Break-even: |
381.43 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.54 |
| Theta: |
-0.18 |
| Omega: |
12.57 |
| Rho: |
0.22 |
Quote data
| Open: |
1.590 |
| High: |
1.590 |
| Low: |
0.780 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.83% |
| 1 Month |
|
|
-58.99% |
| 3 Months |
|
|
-1.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.200 |
| 1M High / 1M Low: |
2.630 |
1.200 |
| 6M High / 6M Low: |
2.630 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.946 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.05% |
| Volatility 6M: |
|
245.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
