BVT Call 50 CSCO 20.12.2024
/ DE000VD3R2C4
BVT Call 50 CSCO 20.12.2024/ DE000VD3R2C4 /
| 2024-07-26 7:53:55 PM |
Chg.+0.003 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
+1.55% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
50.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3R2C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.20 |
| Time value: |
0.21 |
| Break-even: |
48.13 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
5.08% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
9.65 |
| Rho: |
0.07 |
Quote data
| Open: |
0.186 |
| High: |
0.197 |
| Low: |
0.186 |
| Previous Close: |
0.194 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.20% |
| 1 Month |
|
|
+19.39% |
| 3 Months |
|
|
-29.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.197 |
0.142 |
| 1M High / 1M Low: |
0.223 |
0.125 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
