BVT Call 440 DPZ 20.09.2024
/ DE000VM7N024
BVT Call 440 DPZ 20.09.2024/ DE000VM7N024 /
| 7/12/2024 7:44:07 PM |
Chg.+1.320 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.000EUR |
+28.21% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
440.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N02 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.21 |
| Parity: |
-0.49 |
| Time value: |
4.59 |
| Break-even: |
485.90 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.05 |
| Spread %: |
1.10% |
| Delta: |
0.55 |
| Theta: |
-0.35 |
| Omega: |
5.19 |
| Rho: |
0.37 |
Quote data
| Open: |
4.580 |
| High: |
6.000 |
| Low: |
4.580 |
| Previous Close: |
4.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.33% |
| 1 Month |
|
|
-33.70% |
| 3 Months |
|
|
-23.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.810 |
4.680 |
| 1M High / 1M Low: |
9.850 |
4.680 |
| 6M High / 6M Low: |
10.160 |
2.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.244 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.00% |
| Volatility 6M: |
|
137.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
