BVT Call 52 CSCO 20.12.2024
/ DE000VD3R2K7
BVT Call 52 CSCO 20.12.2024/ DE000VD3R2K7 /
| 11/8/2024 8:58:34 AM |
Chg.-0.010 |
Bid8:38:06 PM |
Ask8:38:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-1.56% |
0.630
Bid Size: 217,000 |
0.640
Ask Size: 217,000 |
Cisco Systems Inc |
52.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3R2K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 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: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.56 |
| Time value: |
0.09 |
| Break-even: |
54.67 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
6.84 |
| Rho: |
0.04 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
+152.00% |
| 3 Months |
|
|
+641.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.390 |
| 1M High / 1M Low: |
0.640 |
0.250 |
| 6M High / 6M Low: |
0.640 |
0.064 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.98% |
| Volatility 6M: |
|
249.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
