BVT Call 62 EBAY 20.12.2024
/ DE000VD3SSP5
BVT Call 62 EBAY 20.12.2024/ DE000VD3SSP5 /
18/10/2024 08:49:23 |
Chg.-0.130 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-20.31% |
- Bid Size: - |
- Ask Size: - |
eBay Inc |
62.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3SSP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
eBay Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.33 |
Historic volatility: |
0.22 |
Parity: |
0.27 |
Time value: |
0.22 |
Break-even: |
61.95 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
2.08% |
Delta: |
0.67 |
Theta: |
-0.03 |
Omega: |
8.21 |
Rho: |
0.06 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.27% |
1 Month |
|
|
+8.51% |
3 Months |
|
|
+189.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.510 |
1M High / 1M Low: |
0.640 |
0.380 |
6M High / 6M Low: |
0.640 |
0.089 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.598 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.529 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.232 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.01% |
Volatility 6M: |
|
215.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |