BVT Call 460 DPZ 20.09.2024
/ DE000VM7N0Z0
BVT Call 460 DPZ 20.09.2024/ DE000VM7N0Z0 /
| 2024-07-05 8:49:13 AM |
Chg.0.00 |
Bid10:00:02 PM |
Ask10:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.12EUR |
0.00% |
-
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: |
5.12 |
| High: |
5.12 |
| Low: |
5.12 |
| Previous Close: |
5.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.54% |
| 1 Month |
|
|
-20.50% |
| 3 Months |
|
|
-7.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.68 |
4.80 |
| 1M High / 1M Low: |
8.12 |
4.80 |
| 6M High / 6M Low: |
8.24 |
2.11 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.49% |
| Volatility 6M: |
|
142.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
