BVT Call 55 CSCO 20.12.2024
/ DE000VD8GH85
BVT Call 55 CSCO 20.12.2024/ DE000VD8GH85 /
| 2024-11-07 8:39:45 AM |
Chg.+0.110 |
Bid9:43:48 PM |
Ask9:43:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+37.93% |
0.400
Bid Size: 250,000 |
0.410
Ask Size: 250,000 |
Cisco Systems Inc |
55.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD8GH8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-21 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.27 |
| Time value: |
0.14 |
| Break-even: |
55.35 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
9.24 |
| Rho: |
0.04 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+241.88% |
| 3 Months |
|
|
+788.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.209 |
| 1M High / 1M Low: |
0.320 |
0.112 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
