BVT Call 7 WBD 17.01.2025
/ DE000VD74SS4
BVT Call 7 WBD 17.01.2025/ DE000VD74SS4 /
| 2024-08-09 8:21:59 AM |
Chg.-0.01 |
Bid10:06:55 AM |
Ask10:06:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-0.90% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
7.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD74SS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2025-01-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.45 |
| Parity: |
0.02 |
| Time value: |
1.09 |
| Break-even: |
7.52 |
| Moneyness: |
1.00 |
| Premium: |
0.17 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
3.48 |
| Rho: |
0.01 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.11% |
| 1 Month |
|
|
-6.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.11 |
| 1M High / 1M Low: |
2.41 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
