BVT Call 41 PAH3 16.08.2024
/ DE000VD72LF0
BVT Call 41 PAH3 16.08.2024/ DE000VD72LF0 /
| 7/16/2024 7:53:30 PM |
Chg.-0.020 |
Bid9:23:02 PM |
Ask9:23:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
41.00 EUR |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
6/17/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
0.24 |
| Time value: |
0.10 |
| Break-even: |
44.40 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
13.33% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
9.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.225 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.275 |
| 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: |
|
- |
