BVT Call 700 MOH 20.12.2024/  DE000VD72097  /

EUWAX
9/11/2024  8:58:52 AM Chg.-0.030 Bid9:54:45 PM Ask9:54:45 PM Underlying Strike price Expiration date Option type
0.550EUR -5.17% -
Bid Size: -
-
Ask Size: -
LVMH E... 700.00 EUR 12/20/2024 Call
 

Master data

WKN: VD7209
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 12/20/2024
Issue date: 6/17/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 111.35
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.26
Parity: -8.76
Time value: 0.55
Break-even: 705.50
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.68
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.16
Theta: -0.09
Omega: 17.35
Rho: 0.25
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.39%
1 Month
  -46.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.560
1M High / 1M Low: 1.780 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   1.301
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -