BVT Call 780 URI 20.12.2024
/ DE000VD3SBX5
BVT Call 780 URI 20.12.2024/ DE000VD3SBX5 /
| 2024-11-12 8:00:52 PM |
Chg.-1.360 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.260EUR |
-12.81% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
780.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SBX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
780.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.65 |
| Intrinsic value: |
8.80 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.34 |
| Parity: |
8.80 |
| Time value: |
0.98 |
| Break-even: |
829.29 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
0.51% |
| Delta: |
0.86 |
| Theta: |
-0.34 |
| Omega: |
7.17 |
| Rho: |
0.63 |
Quote data
| Open: |
9.680 |
| High: |
9.740 |
| Low: |
9.100 |
| Previous Close: |
10.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.44% |
| 1 Month |
|
|
+26.16% |
| 3 Months |
|
|
+179.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.730 |
4.690 |
| 1M High / 1M Low: |
10.730 |
4.410 |
| 6M High / 6M Low: |
10.730 |
1.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
496.11% |
| Volatility 6M: |
|
259.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
