BVT Call 42 BAC 20.09.2024
/ DE000VD1ZZJ2
BVT Call 42 BAC 20.09.2024/ DE000VD1ZZJ2 /
16/08/2024 08:24:23 |
Chg.0.000 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Bank of America Corp... |
42.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VD1ZZJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
12/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
148.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.21 |
Parity: |
-0.27 |
Time value: |
0.02 |
Break-even: |
38.52 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.01 |
Spread %: |
71.43% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
26.31 |
Rho: |
0.01 |
Quote data
Open: |
0.015 |
High: |
0.015 |
Low: |
0.015 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-90.91% |
3 Months |
|
|
-83.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.014 |
1M High / 1M Low: |
0.290 |
0.013 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
613.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |