BVT Call 7900 CAC 40 16.08.2024
/ DE000VD8Y3L9
BVT Call 7900 CAC 40 16.08.2024/ DE000VD8Y3L9 /
| 7/22/2024 5:01:07 PM |
Chg.+0.150 |
Bid5:16:08 PM |
Ask5:16:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+55.56% |
0.410
Bid Size: 50,000 |
0.420
Ask Size: 50,000 |
- |
7,900.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
VD8Y3L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,900.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
7/2/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
279.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.12 |
| Parity: |
-3.65 |
| Time value: |
0.27 |
| Break-even: |
7,927.00 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.16 |
| Theta: |
-1.72 |
| Omega: |
44.24 |
| Rho: |
0.80 |
Quote data
| Open: |
0.360 |
| High: |
0.420 |
| Low: |
0.360 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.270 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
