BVT Call 420 DPZ 20.09.2024
/ DE000VM7N0S5
BVT Call 420 DPZ 20.09.2024/ DE000VM7N0S5 /
| 7/12/2024 7:43:32 PM |
Chg.+1.460 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.570EUR |
+23.90% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
420.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N0S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.21 |
| Parity: |
1.51 |
| Time value: |
4.52 |
| Break-even: |
480.30 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.05 |
| Spread %: |
0.84% |
| Delta: |
0.61 |
| Theta: |
-0.38 |
| Omega: |
4.43 |
| Rho: |
0.40 |
Quote data
| Open: |
6.020 |
| High: |
7.570 |
| Low: |
6.020 |
| Previous Close: |
6.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.66% |
| 1 Month |
|
|
-29.32% |
| 3 Months |
|
|
-18.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.400 |
6.110 |
| 1M High / 1M Low: |
11.540 |
6.110 |
| 6M High / 6M Low: |
11.760 |
3.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.602 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.48% |
| Volatility 6M: |
|
119.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
