BVT Call 75 ON 20.09.2024
/ DE000VD0HN35
BVT Call 75 ON 20.09.2024/ DE000VD0HN35 /
| 2024-09-05 8:03:43 PM |
Chg.-0.012 |
Bid9:19:40 PM |
Ask9:19:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.143EUR |
-7.74% |
0.132
Bid Size: 168,000 |
0.142
Ask Size: 168,000 |
ON Semiconductor |
75.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0HN3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.45 |
| Parity: |
-0.40 |
| Time value: |
0.15 |
| Break-even: |
69.20 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
6.63 |
| Spread abs.: |
0.01 |
| Spread %: |
7.09% |
| Delta: |
0.33 |
| Theta: |
-0.09 |
| Omega: |
13.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.147 |
| High: |
0.147 |
| Low: |
0.135 |
| Previous Close: |
0.155 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.40% |
| 1 Month |
|
|
-56.67% |
| 3 Months |
|
|
-76.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.149 |
| 1M High / 1M Low: |
0.500 |
0.149 |
| 6M High / 6M Low: |
1.670 |
0.149 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.333 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
669.49% |
| Volatility 6M: |
|
381.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
