BVT Call 7700 CAC 40 15.11.2024
/ DE000VC4Y749
BVT Call 7700 CAC 40 15.11.2024/ DE000VC4Y749 /
| 2024-11-04 8:06:11 PM |
Chg.-0.063 |
Bid8:47:43 PM |
Ask8:47:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
-37.95% |
0.098
Bid Size: 13,000 |
0.178
Ask Size: 13,000 |
- |
7,700.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
VC4Y74 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,700.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-02 |
| Last trading day: |
2024-11-15 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
312.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.12 |
| Parity: |
-2.91 |
| Time value: |
0.24 |
| Break-even: |
7,723.70 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
2.97 |
| Spread abs.: |
0.08 |
| Spread %: |
50.96% |
| Delta: |
0.16 |
| Theta: |
-3.23 |
| Omega: |
51.12 |
| Rho: |
0.36 |
Quote data
| Open: |
0.213 |
| High: |
0.213 |
| Low: |
0.103 |
| Previous Close: |
0.166 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-85.29% |
| 1 Month |
|
|
-92.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.166 |
| 1M High / 1M Low: |
1.320 |
0.166 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.361 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
119.048 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
495.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
