BVT Call 72 WFC 20.12.2024
/ DE000VD4QRA1
BVT Call 72 WFC 20.12.2024/ DE000VD4QRA1 /
| 2024-11-15 8:16:37 AM |
Chg.-0.030 |
Bid11:01:28 AM |
Ask11:01:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-10.71% |
0.240
Bid Size: 20,000 |
0.270
Ask Size: 20,000 |
Wells Fargo and Comp... |
72.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4QRA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wells Fargo and Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.08 |
| Time value: |
0.22 |
| Break-even: |
71.38 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
13.35 |
| Rho: |
0.04 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.29% |
| 1 Month |
|
|
+762.07% |
| 3 Months |
|
|
+3025.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.155 |
| 1M High / 1M Low: |
0.280 |
0.029 |
| 6M High / 6M Low: |
0.280 |
0.004 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.057 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
867.95% |
| Volatility 6M: |
|
547.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
