BVT Call 45 PAH3 16.08.2024
/ DE000VD7WB25
BVT Call 45 PAH3 16.08.2024/ DE000VD7WB25 /
| 2024-08-01 8:43:40 AM |
Chg.-0.005 |
Bid2:05:40 PM |
Ask2:05:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
-27.78% |
0.008
Bid Size: 104,000 |
0.020
Ask Size: 104,000 |
PORSCHE AUTOM.HLDG V... |
45.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD7WB2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-13 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
158.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-0.37 |
| Time value: |
0.03 |
| Break-even: |
45.26 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
8.12 |
| Spread abs.: |
0.01 |
| Spread %: |
62.50% |
| Delta: |
0.16 |
| Theta: |
-0.03 |
| Omega: |
24.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.013 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-83.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.016 |
| 1M High / 1M Low: |
0.079 |
0.016 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
