BVT Call 75 TWLO 20.12.2024
/ DE000VD49ED8
BVT Call 75 TWLO 20.12.2024/ DE000VD49ED8 /
| 11/15/2024 8:17:33 AM |
Chg.-0.32 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-13.28% |
-
Bid Size: - |
-
Ask Size: - |
Twilio Inc |
75.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD49ED |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
2.05 |
| Time value: |
0.07 |
| Break-even: |
92.44 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
4.05 |
| Rho: |
0.06 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.40% |
| 1 Month |
|
|
+514.71% |
| 3 Months |
|
|
+1206.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
1.63 |
| 1M High / 1M Low: |
2.41 |
0.32 |
| 6M High / 6M Low: |
2.41 |
0.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.42% |
| Volatility 6M: |
|
236.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
