BVT Call 440 CRWD 19.07.2024/  DE000VD79M02  /

Frankfurt Zert./VONT
6/28/2024  8:02:01 PM Chg.-0.039 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.102EUR -27.66% -
Bid Size: -
-
Ask Size: -
CrowdStrike Holdings... 440.00 USD 7/19/2024 Call
 

Master data

WKN: VD79M0
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CrowdStrike Holdings Inc
Type: Warrant
Option type: Call
Strike price: 440.00 USD
Maturity: 7/19/2024
Issue date: 6/19/2024
Last trading day: 7/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 334.26
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.39
Parity: -5.30
Time value: 0.11
Break-even: 411.75
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 12.07
Spread abs.: 0.01
Spread %: 11.46%
Delta: 0.08
Theta: -0.12
Omega: 25.18
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.155
Low: 0.102
Previous Close: 0.141
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.141 0.102
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.125
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -