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: |
|
- |