BVT Call 460 MA 20.09.2024
/ DE000VD0K703
BVT Call 460 MA 20.09.2024/ DE000VD0K703 /
| 9/4/2024 8:01:19 PM |
Chg.-0.240 |
Bid8:59:23 AM |
Ask8:59:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
-9.49% |
2.270
Bid Size: 3,000 |
2.430
Ask Size: 3,000 |
MasterCard Incorpora... |
460.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD0K70 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
2.00 |
| Time value: |
0.36 |
| Break-even: |
439.94 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.29% |
| Delta: |
0.80 |
| Theta: |
-0.26 |
| Omega: |
14.83 |
| Rho: |
0.14 |
Quote data
| Open: |
2.160 |
| High: |
2.490 |
| Low: |
2.160 |
| Previous Close: |
2.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.09% |
| 1 Month |
|
|
+143.62% |
| 3 Months |
|
|
+89.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
2.180 |
| 1M High / 1M Low: |
2.530 |
0.940 |
| 6M High / 6M Low: |
5.010 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.067 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.74% |
| Volatility 6M: |
|
237.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
