BVT Call 56 CSCO 20.12.2024
/ DE000VD3R2S0
BVT Call 56 CSCO 20.12.2024/ DE000VD3R2S0 /
| 2024-08-30 1:56:08 PM |
Chg.-0.001 |
Bid2:11:43 PM |
Ask2:11:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-1.75% |
0.058
Bid Size: 184,000 |
0.068
Ask Size: 184,000 |
Cisco Systems Inc |
56.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3R2S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.51 |
| Time value: |
0.07 |
| Break-even: |
51.19 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
18.18% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
15.74 |
| Rho: |
0.03 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
+64.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.042 |
| 1M High / 1M Low: |
0.060 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
