BVT Call 62 ON 20.09.2024
/ DE000VD4LMX5
BVT Call 62 ON 20.09.2024/ DE000VD4LMX5 /
| 05/09/2024 19:53:39 |
Chg.-0.010 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-1.12% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
62.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD4LMX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.45 |
| Parity: |
0.77 |
| Time value: |
0.09 |
| Break-even: |
64.56 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
6.21 |
| Rho: |
0.02 |
Quote data
| Open: |
0.870 |
| High: |
0.880 |
| Low: |
0.850 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-16.19% |
| 3 Months |
|
|
-34.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
0.890 |
| 1M High / 1M Low: |
1.540 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
