BVT Call 50 CSCO 20.12.2024
/ DE000VD3R2C4
BVT Call 50 CSCO 20.12.2024/ DE000VD3R2C4 /
| 2024-11-12 8:44:33 AM |
Chg.+0.050 |
Bid8:49:13 PM |
Ask8:49:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+6.10% |
0.880
Bid Size: 197,000 |
0.890
Ask Size: 197,000 |
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: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
0.81 |
| Time value: |
0.07 |
| Break-even: |
55.69 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
5.46 |
| Rho: |
0.04 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.94% |
| 1 Month |
|
|
+93.33% |
| 3 Months |
|
|
+643.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.640 |
| 1M High / 1M Low: |
0.820 |
0.500 |
| 6M High / 6M Low: |
0.820 |
0.103 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.26% |
| Volatility 6M: |
|
218.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
