BVT Call 480 META 06.09.2024
/ DE000VC0Z7Q8
BVT Call 480 META 06.09.2024/ DE000VC0Z7Q8 /
30/08/2024 10:32:09 |
Chg.+0.010 |
Bid13:23:16 |
Ask13:23:16 |
Underlying |
Strike price |
Expiration date |
Option type |
3.860EUR |
+0.26% |
4.030 Bid Size: 600 |
4.060 Ask Size: 600 |
Meta Platforms |
480.00 USD |
06/09/2024 |
Call |
Master data
WKN: |
VC0Z7Q |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Meta Platforms |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 USD |
Maturity: |
06/09/2024 |
Issue date: |
30/07/2024 |
Last trading day: |
06/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.51 |
Intrinsic value: |
3.45 |
Implied volatility: |
0.46 |
Historic volatility: |
0.32 |
Parity: |
3.45 |
Time value: |
0.18 |
Break-even: |
469.51 |
Moneyness: |
1.08 |
Premium: |
0.00 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
0.28% |
Delta: |
0.90 |
Theta: |
-0.42 |
Omega: |
11.54 |
Rho: |
0.07 |
Quote data
Open: |
3.860 |
High: |
3.860 |
Low: |
3.860 |
Previous Close: |
3.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.87% |
1 Month |
|
|
+73.09% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.430 |
3.170 |
1M High / 1M Low: |
5.510 |
2.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.788 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.835 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
281.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |