BVT Call 520 GS 20.09.2024
/ DE000VD50NH8
BVT Call 520 GS 20.09.2024/ DE000VD50NH8 /
9/6/2024 10:22:43 AM |
Chg.-0.019 |
Bid1:36:25 PM |
Ask1:36:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.134EUR |
-12.42% |
0.122 Bid Size: 10,000 |
0.144 Ask Size: 10,000 |
Goldman Sachs Group ... |
520.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VD50NH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
520.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
239.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
-2.89 |
Time value: |
0.18 |
Break-even: |
469.83 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
4.84 |
Spread abs.: |
0.02 |
Spread %: |
13.66% |
Delta: |
0.14 |
Theta: |
-0.21 |
Omega: |
34.78 |
Rho: |
0.02 |
Quote data
Open: |
0.134 |
High: |
0.134 |
Low: |
0.134 |
Previous Close: |
0.153 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-72.65% |
1 Month |
|
|
-53.79% |
3 Months |
|
|
-68.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.153 |
1M High / 1M Low: |
0.630 |
0.153 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.313 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.418 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
540.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |