BVT Call 41 BAC 19.07.2024
/ DE000VD5JUJ8
BVT Call 41 BAC 19.07.2024/ DE000VD5JUJ8 /
| 17/07/2024 08:51:59 |
Chg.+0.163 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+128.35% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
41.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
VD5JUJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
06/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.21 |
| Parity: |
0.29 |
| Time value: |
0.01 |
| Break-even: |
40.61 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.90 |
| Theta: |
-0.11 |
| Omega: |
12.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.127 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+137.70% |
| 1 Month |
|
|
+346.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.115 |
| 1M High / 1M Low: |
0.290 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
654.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
