BVT Call 8 WBD 17.01.2025
/ DE000VD5MD84
BVT Call 8 WBD 17.01.2025/ DE000VD5MD84 /
| 2024-07-12 8:13:34 AM |
Chg.+0.040 |
Bid3:40:43 PM |
Ask3:40:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+4.65% |
0.930
Bid Size: 58,000 |
0.960
Ask Size: 58,000 |
Warner Brothers Disc... |
8.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD5MD8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-01-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.44 |
| Parity: |
-0.57 |
| Time value: |
0.91 |
| Break-even: |
8.27 |
| Moneyness: |
0.92 |
| Premium: |
0.22 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
0.52 |
| Theta: |
0.00 |
| Omega: |
3.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-35.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.780 |
| 1M High / 1M Low: |
1.390 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.923 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
