BVT Call 740 BLK 20.12.2024
/ DE000VD4LKY7
BVT Call 740 BLK 20.12.2024/ DE000VD4LKY7 /
2024-09-17 8:04:27 PM |
Chg.+0.120 |
Bid9:48:25 AM |
Ask9:48:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.630EUR |
+7.95% |
1.660 Bid Size: 7,000 |
1.700 Ask Size: 7,000 |
BlackRock Inc |
740.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD4LKY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BlackRock Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
740.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-22 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
1.48 |
Implied volatility: |
0.39 |
Historic volatility: |
0.17 |
Parity: |
1.48 |
Time value: |
0.16 |
Break-even: |
829.34 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.61% |
Delta: |
0.88 |
Theta: |
-0.22 |
Omega: |
4.36 |
Rho: |
1.40 |
Quote data
Open: |
1.540 |
High: |
1.630 |
Low: |
1.540 |
Previous Close: |
1.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.98% |
1 Month |
|
|
+20.74% |
3 Months |
|
|
+106.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.630 |
1.370 |
1M High / 1M Low: |
1.630 |
1.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.416 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |