BVT Call 64 PYPL 18.10.2024
/ DE000VD8YHY7
BVT Call 64 PYPL 18.10.2024/ DE000VD8YHY7 /
| 10/15/2024 9:59:49 AM |
Chg.- |
Bid9:04:37 AM |
Ask9:04:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
- |
1.44
Bid Size: 9,000 |
-
Ask Size: - |
PayPal Holdings Inc |
64.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
VD8YHY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
7/1/2024 |
| Last trading day: |
10/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
2.78 |
| Historic volatility: |
0.31 |
| Parity: |
1.43 |
| Time value: |
0.10 |
| Break-even: |
74.11 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
11.30 |
| Spread abs.: |
0.10 |
| Spread %: |
6.99% |
| Delta: |
0.88 |
| Theta: |
-0.77 |
| Omega: |
4.19 |
| Rho: |
0.00 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+131.82% |
| 3 Months |
|
|
+427.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.38 |
| 1M High / 1M Low: |
1.55 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
