BVT Call 46 BAC 20.12.2024
/ DE000VD2RZV2
BVT Call 46 BAC 20.12.2024/ DE000VD2RZV2 /
| 2024-11-19 8:54:49 AM |
Chg.-0.004 |
Bid5:09:01 PM |
Ask5:09:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.158EUR |
-2.47% |
0.138
Bid Size: 113,000 |
0.148
Ask Size: 113,000 |
Bank of America Corp... |
46.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD2RZV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.07 |
| Time value: |
0.10 |
| Break-even: |
45.05 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
6.54% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
16.71 |
| Rho: |
0.02 |
Quote data
| Open: |
0.158 |
| High: |
0.158 |
| Low: |
0.158 |
| Previous Close: |
0.162 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.86% |
| 1 Month |
|
|
+259.09% |
| 3 Months |
|
|
+507.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.162 |
0.101 |
| 1M High / 1M Low: |
0.162 |
0.025 |
| 6M High / 6M Low: |
0.204 |
0.017 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
809.75% |
| Volatility 6M: |
|
493.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
