BVT Call 420 DPZ 20.09.2024/  DE000VM7N0S5  /

Frankfurt Zert./VONT
2024-07-30  7:40:58 PM Chg.+0.210 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
2.280EUR +10.14% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 420.00 - 2024-09-20 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: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.06
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.25
Parity: -2.43
Time value: 2.32
Break-even: 443.20
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 1.22
Spread abs.: 0.04
Spread %: 1.75%
Delta: 0.43
Theta: -0.32
Omega: 7.42
Rho: 0.21
 

Quote data

Open: 2.270
High: 2.290
Low: 2.190
Previous Close: 2.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -76.54%
3 Months
  -80.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.190 1.870
1M High / 1M Low: 8.620 1.370
6M High / 6M Low: 11.760 1.370
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.068
Avg. volume 1W:   0.000
Avg. price 1M:   5.283
Avg. volume 1M:   0.000
Avg. price 6M:   7.496
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   349.18%
Volatility 6M:   167.17%
Volatility 1Y:   -
Volatility 3Y:   -