BVT Call 550 MUV2 20.12.2024
/ DE000VD6FER1
BVT Call 550 MUV2 20.12.2024/ DE000VD6FER1 /
| 2024-07-10 8:55:49 AM |
Chg.+0.004 |
Bid3:38:09 PM |
Ask3:38:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.204EUR |
+2.00% |
0.216
Bid Size: 11,000 |
0.226
Ask Size: 11,000 |
MUENCH.RUECKVERS.VNA... |
550.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VD6FER |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
208.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-9.05 |
| Time value: |
0.22 |
| Break-even: |
552.20 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
12.24% |
| Delta: |
0.09 |
| Theta: |
-0.03 |
| Omega: |
19.14 |
| Rho: |
0.18 |
Quote data
| Open: |
0.204 |
| High: |
0.204 |
| Low: |
0.204 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-46.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.132 |
| 1M High / 1M Low: |
0.450 |
0.132 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
