BVT Call 480 DPZ 20.09.2024
/ DE000VM7N040
BVT Call 480 DPZ 20.09.2024/ DE000VM7N040 /
| 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: |
|
- |
