BVT Call 440 BRK.B 20.12.2024
/ DE000VD8YB89
BVT Call 440 BRK.B 20.12.2024/ DE000VD8YB89 /
| 2024-11-15 9:47:39 AM |
Chg.-0.17 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
-5.52% |
-
Bid Size: - |
-
Ask Size: - |
Berkshire Hathaway I... |
440.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD8YB8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Berkshire Hathaway Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.13 |
| Parity: |
2.63 |
| Time value: |
0.45 |
| Break-even: |
448.67 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.08 |
| Spread %: |
-2.53% |
| Delta: |
0.82 |
| Theta: |
-0.15 |
| Omega: |
11.83 |
| Rho: |
0.32 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
3.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.23% |
| 1 Month |
|
|
-6.43% |
| 3 Months |
|
|
+36.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
2.85 |
| 1M High / 1M Low: |
3.29 |
1.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
