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: |
|
- |