BVT Call 41 PAH3 16.08.2024
/ DE000VD72LF0
BVT Call 41 PAH3 16.08.2024/ DE000VD72LF0 /
| 2024-06-28 10:21:57 AM |
Chg.+0.009 |
Bid1:43:07 PM |
Ask1:43:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+3.90% |
0.260
Bid Size: 74,000 |
0.270
Ask Size: 74,000 |
PORSCHE AUTOM.HLDG V... |
41.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD72LF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.08 |
| Time value: |
0.18 |
| Break-even: |
43.60 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
17.12% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
9.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.231 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.231 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
