BVT Call 460 DPZ 20.09.2024/  DE000VM7N0Z0  /

Frankfurt Zert./VONT
2024-07-05  7:43:41 PM Chg.-0.560 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
4.560EUR -10.94% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 460.00 - 2024-09-20 Call
 

Master data

WKN: VM7N0Z
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.43
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.23
Parity: -0.45
Time value: 4.83
Break-even: 508.30
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.69
Spread abs.: 0.05
Spread %: 1.05%
Delta: 0.55
Theta: -0.34
Omega: 5.19
Rho: 0.42
 

Quote data

Open: 5.070
High: 5.070
Low: 4.560
Previous Close: 5.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.95%
1 Month
  -31.22%
3 Months
  -24.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.520 4.560
1M High / 1M Low: 8.220 4.560
6M High / 6M Low: 8.630 1.940
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.014
Avg. volume 1W:   0.000
Avg. price 1M:   6.787
Avg. volume 1M:   0.000
Avg. price 6M:   4.936
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.99%
Volatility 6M:   140.93%
Volatility 1Y:   -
Volatility 3Y:   -