BVT Call 800 PLD 20.09.2024
/ DE000VM6PD65
BVT Call 800 PLD 20.09.2024/ DE000VM6PD65 /
| 2024-07-29 1:52:25 PM |
Chg.+0.060 |
Bid2:22:07 PM |
Ask2:22:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+6.19% |
1.020
Bid Size: 30,000 |
1.070
Ask Size: 30,000 |
PALLADIUM (Fixing) |
800.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM6PD6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.33 |
| Parity: |
0.94 |
| Time value: |
0.11 |
| Break-even: |
842.13 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
0.87 |
| Theta: |
-0.26 |
| Omega: |
6.86 |
| Rho: |
0.89 |
Quote data
| Open: |
0.990 |
| High: |
1.030 |
| Low: |
0.990 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.96% |
| 1 Month |
|
|
-20.16% |
| 3 Months |
|
|
-19.53% |
| YTD |
|
|
-34.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.970 |
| 1M High / 1M Low: |
1.460 |
0.970 |
| 6M High / 6M Low: |
1.570 |
0.940 |
| High (YTD): |
2024-03-15 |
1.570 |
| Low (YTD): |
2024-06-13 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.84% |
| Volatility 6M: |
|
97.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
