BVT Call 63.33 WMT 20.09.2024
/ DE000VD0NMS9
BVT Call 63.33 WMT 20.09.2024/ DE000VD0NMS9 /
15/08/2024 19:44:37 |
Chg.+1.120 |
Bid09:46:33 |
Ask09:46:33 |
Underlying |
Strike price |
Expiration date |
Option type |
2.790EUR |
+67.07% |
- Bid Size: - |
- Ask Size: - |
WALMART DL-,10 |
63.33 - |
20/09/2024 |
Call |
Master data
WKN: |
VD0NMS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
WALMART DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
63.33 - |
Maturity: |
20/09/2024 |
Issue date: |
21/02/2024 |
Last trading day: |
16/08/2024 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.01 |
Intrinsic value: |
1.97 |
Implied volatility: |
0.85 |
Historic volatility: |
0.16 |
Parity: |
1.97 |
Time value: |
0.81 |
Break-even: |
72.60 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.02 |
Spread %: |
0.72% |
Delta: |
0.73 |
Theta: |
-0.12 |
Omega: |
5.49 |
Rho: |
0.02 |
Quote data
Open: |
1.830 |
High: |
2.790 |
Low: |
1.830 |
Previous Close: |
1.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+56.74% |
3 Months |
|
|
+181.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.790 |
1.430 |
6M High / 6M Low: |
2.790 |
0.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
388.94% |
Volatility 6M: |
|
263.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |