BVT Call 800 PLD 20.09.2024
/ DE000VM6PD65
BVT Call 800 PLD 20.09.2024/ DE000VM6PD65 /
| 9/3/2024 7:52:02 PM |
Chg.-0.210 |
Bid9:06:37 AM |
Ask9:06:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-14.00% |
1.240
Bid Size: 30,000 |
1.290
Ask Size: 30,000 |
PALLADIUM (Fixing) |
800.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.33 |
| Parity: |
1.49 |
| Time value: |
0.06 |
| Break-even: |
877.86 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
3.33% |
| Delta: |
0.92 |
| Theta: |
-0.58 |
| Omega: |
5.19 |
| Rho: |
0.30 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.250 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.57% |
| 1 Month |
|
|
+38.71% |
| 3 Months |
|
|
+22.86% |
| YTD |
|
|
-18.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.270 |
| 1M High / 1M Low: |
1.500 |
0.670 |
| 6M High / 6M Low: |
1.570 |
0.670 |
| High (YTD): |
3/15/2024 |
1.570 |
| Low (YTD): |
8/5/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.06% |
| Volatility 6M: |
|
119.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
