BVT Call 51 CSCO 20.12.2024
/ DE000VD3R2Q4
BVT Call 51 CSCO 20.12.2024/ DE000VD3R2Q4 /
| 10/9/2024 7:53:28 PM |
Chg.+0.050 |
Bid7:53:56 PM |
Ask7:53:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+15.63% |
0.380
Bid Size: 250,000 |
0.390
Ask Size: 250,000 |
Cisco Systems Inc |
51.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3R2Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.16 |
| Time value: |
0.18 |
| Break-even: |
49.87 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
9.16 |
| Rho: |
0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.370 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
+166.19% |
| 3 Months |
|
|
+266.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.310 |
| 1M High / 1M Low: |
0.330 |
0.127 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
