BVT Call 7750 CAC 40 16.08.2024
/ DE000VD8Y3F1
BVT Call 7750 CAC 40 16.08.2024/ DE000VD8Y3F1 /
| 22/07/2024 08:12:50 |
Chg.-0.100 |
Bid17:17:29 |
Ask17:17:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-12.66% |
0.880
Bid Size: 50,000 |
0.890
Ask Size: 50,000 |
- |
7,750.00 EUR |
16/08/2024 |
Call |
Master data
| WKN: |
VD8Y3F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,750.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
02/07/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
119.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.12 |
| Parity: |
-2.15 |
| Time value: |
0.63 |
| Break-even: |
7,813.00 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.30 |
| Theta: |
-2.60 |
| Omega: |
35.34 |
| Rho: |
1.48 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.27% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.700 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
