BVT Call 540 GS 20.09.2024
/ DE000VD95DA9
BVT Call 540 GS 20.09.2024/ DE000VD95DA9 /
| 2024-09-05 8:38:40 AM |
Chg.+0.015 |
Bid7:33:39 PM |
Ask7:33:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
+100.00% |
0.018
Bid Size: 15,000 |
0.044
Ask Size: 15,000 |
Goldman Sachs Group ... |
540.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD95DA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-07-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
763.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-4.45 |
| Time value: |
0.06 |
| Break-even: |
487.94 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
9.61 |
| Spread abs.: |
0.02 |
| Spread %: |
65.71% |
| Delta: |
0.05 |
| Theta: |
-0.10 |
| Omega: |
41.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.03% |
| 1 Month |
|
|
-78.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.166 |
0.015 |
| 1M High / 1M Low: |
0.202 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
652.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
