BVT Call 68 SCHW 20.12.2024
/ DE000VD99C59
BVT Call 68 SCHW 20.12.2024/ DE000VD99C59 /
2024-09-02 8:51:44 AM |
Chg.-0.010 |
Bid9:10:20 AM |
Ask9:10:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-3.33% |
0.290 Bid Size: 18,000 |
0.310 Ask Size: 18,000 |
Charles Schwab Corpo... |
68.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD99C5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Charles Schwab Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-07-18 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
-0.26 |
Time value: |
0.31 |
Break-even: |
64.67 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
8.66 |
Rho: |
0.07 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.57% |
1 Month |
|
|
+3.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.250 |
1M High / 1M Low: |
0.360 |
0.189 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.285 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
306.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |