BVT Call 7.2 WBD 20.09.2024
/ DE000VD79RS5
BVT Call 7.2 WBD 20.09.2024/ DE000VD79RS5 /
| 10/07/2024 20:03:56 |
Chg.+0.030 |
Bid21:16:09 |
Ask21:16:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+4.17% |
0.750
Bid Size: 51,000 |
0.780
Ask Size: 51,000 |
Warner Brothers Disc... |
7.20 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD79RS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.20 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/06/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.45 |
| Parity: |
0.13 |
| Time value: |
0.69 |
| Break-even: |
7.48 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.03 |
| Spread %: |
3.80% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
4.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.670 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
