BVT Call 480 MUV2 20.09.2024
/ DE000VD0RCJ0
BVT Call 480 MUV2 20.09.2024/ DE000VD0RCJ0 /
| 02/08/2024 20:02:41 |
Chg.-0.070 |
Bid21:53:12 |
Ask21:53:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-19.44% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
480.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VD0RCJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
136.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-4.37 |
| Time value: |
0.32 |
| Break-even: |
483.20 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.16 |
| Theta: |
-0.11 |
| Omega: |
22.25 |
| Rho: |
0.09 |
Quote data
| Open: |
0.290 |
| High: |
0.340 |
| Low: |
0.260 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.85% |
| 1 Month |
|
|
-43.14% |
| 3 Months |
|
|
+37.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.290 |
| 1M High / 1M Low: |
0.950 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
