BVT Call 43 BAC 20.09.2024
/ DE000VD2N8N3
BVT Call 43 BAC 20.09.2024/ DE000VD2N8N3 /
| 08/08/2024 08:52:23 |
Chg.+0.002 |
Bid19:15:17 |
Ask19:15:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
+25.00% |
0.012
Bid Size: 182,000 |
0.022
Ask Size: 182,000 |
Bank of America Corp... |
43.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD2N8N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
170.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
-0.52 |
| Time value: |
0.02 |
| Break-even: |
39.55 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
2.49 |
| Spread abs.: |
0.01 |
| Spread %: |
100.00% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
19.57 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.008 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.22% |
| 1 Month |
|
|
-85.29% |
| 3 Months |
|
|
-80.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.008 |
| 1M High / 1M Low: |
0.223 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
637.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
