BVT Call 480 MUV2 20.09.2024
/ DE000VD0RCJ0
BVT Call 480 MUV2 20.09.2024/ DE000VD0RCJ0 /
10/09/2024 20:03:55 |
Chg.-0.120 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
-11.11% |
- 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: |
39.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
0.23 |
Time value: |
0.99 |
Break-even: |
492.20 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.14 |
Spread %: |
12.96% |
Delta: |
0.55 |
Theta: |
-0.56 |
Omega: |
21.82 |
Rho: |
0.07 |
Quote data
Open: |
1.010 |
High: |
1.030 |
Low: |
0.870 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-51.76% |
1 Month |
|
|
+580.85% |
3 Months |
|
|
-24.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.990 |
1.000 |
1M High / 1M Low: |
1.990 |
0.136 |
6M High / 6M Low: |
1.990 |
0.136 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.574 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.942 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.851 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
406.26% |
Volatility 6M: |
|
326.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |