BVT Call 480 DPZ 20.09.2024/  DE000VM7N040  /

EUWAX
2024-07-30  8:47:49 AM Chg.+0.120 Bid9:24:51 PM Ask9:24:51 PM Underlying Strike price Expiration date Option type
0.410EUR +41.38% 0.420
Bid Size: 7,200
0.460
Ask Size: 7,200
Dominos Pizza Inc 480.00 - 2024-09-20 Call
 

Master data

WKN: VM7N04
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 86.02
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.25
Parity: -8.43
Time value: 0.46
Break-even: 484.60
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 3.15
Spread abs.: 0.04
Spread %: 9.52%
Delta: 0.15
Theta: -0.15
Omega: 12.60
Rho: 0.08
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.00%
1 Month
  -92.07%
3 Months
  -94.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.250
1M High / 1M Low: 5.220 0.220
6M High / 6M Low: 6.830 0.220
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   2.375
Avg. volume 1M:   0.000
Avg. price 6M:   3.873
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   460.55%
Volatility 6M:   229.72%
Volatility 1Y:   -
Volatility 3Y:   -