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: |
|
- |