BVT Call 800 URI 20.09.2024
/ DE000VD0NPS2
BVT Call 800 URI 20.09.2024/ DE000VD0NPS2 /
| 03/09/2024 10:34:40 |
Chg.+0.010 |
Bid10:52:27 |
Ask10:52:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.490
Bid Size: 6,200 |
0.580
Ask Size: 6,200 |
United Rentals |
800.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD0NPS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
117.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
-5.31 |
| Time value: |
0.57 |
| Break-even: |
728.56 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
5.09 |
| Spread abs.: |
0.09 |
| Spread %: |
18.75% |
| Delta: |
0.19 |
| Theta: |
-0.46 |
| Omega: |
22.78 |
| Rho: |
0.06 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.18% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-47.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.390 |
| 1M High / 1M Low: |
0.820 |
0.390 |
| 6M High / 6M Low: |
4.960 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.882 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.53% |
| Volatility 6M: |
|
314.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
