BVT Call 460 BRK.B 18.10.2024
/ DE000VD68Q50
BVT Call 460 BRK.B 18.10.2024/ DE000VD68Q50 /
| 7/25/2024 4:58:41 PM |
Chg.+0.050 |
Bid6:14:32 PM |
Ask6:14:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+8.93% |
0.700
Bid Size: 21,000 |
0.710
Ask Size: 21,000 |
Berkshire Hathaway I... |
460.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
VD68Q5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Berkshire Hathaway Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
6/4/2024 |
| Last trading day: |
10/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
-2.51 |
| Time value: |
0.58 |
| Break-even: |
430.23 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.28 |
| Theta: |
-0.08 |
| Omega: |
19.58 |
| Rho: |
0.25 |
Quote data
| Open: |
0.540 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.35% |
| 1 Month |
|
|
+342.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.560 |
| 1M High / 1M Low: |
1.040 |
0.084 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
