BVT Call 42 PAH3 16.08.2024
/ DE000VD7ZL38
BVT Call 42 PAH3 16.08.2024/ DE000VD7ZL38 /
| 2024-07-16 5:02:58 PM |
Chg.-0.017 |
Bid6:11:23 PM |
Ask6:11:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
-8.06% |
0.196
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
42.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD7ZL3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
0.14 |
| Time value: |
0.12 |
| Break-even: |
44.60 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
18.72% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
10.99 |
| Rho: |
0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.194 |
| Low: |
0.183 |
| Previous Close: |
0.211 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.01% |
| 1 Month |
|
|
-15.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.234 |
0.159 |
| 1M High / 1M Low: |
0.270 |
0.159 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
