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: |
|
- |
