BVT Call 75 BMW 16.08.2024
/ DE000VD8FNK3
BVT Call 75 BMW 16.08.2024/ DE000VD8FNK3 /
| 7/23/2024 8:38:49 AM |
Chg.+0.06 |
Bid10:55:45 AM |
Ask10:55:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+3.95% |
1.59
Bid Size: 58,000 |
1.60
Ask Size: 58,000 |
BAY.MOTOREN WERKE AG... |
75.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
VD8FNK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
6/21/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.22 |
| Parity: |
1.59 |
| Time value: |
0.08 |
| Break-even: |
91.70 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
2.45% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
4.96 |
| Rho: |
0.04 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.64% |
| 1 Month |
|
|
+17.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.43 |
| 1M High / 1M Low: |
1.77 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
