BVT Call 47 BAC 20.12.2024
/ DE000VD6N4P3
BVT Call 47 BAC 20.12.2024/ DE000VD6N4P3 /
| 2024-11-19 2:03:02 PM |
Chg.-0.019 |
Bid3:34:02 PM |
Ask3:34:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-18.45% |
0.082
Bid Size: 148,000 |
0.092
Ask Size: 148,000 |
Bank of America Corp... |
47.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD6N4P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-0.03 |
| Time value: |
0.11 |
| Break-even: |
45.46 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
19.76 |
| Rho: |
0.02 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.103 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
+250.00% |
| 3 Months |
|
|
+320.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.103 |
0.079 |
| 1M High / 1M Low: |
0.103 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,489.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
