BVT Call 800 URI 20.09.2024
/ DE000VD0NPS2
BVT Call 800 URI 20.09.2024/ DE000VD0NPS2 /
26/07/2024 15:38:42 |
Chg.+1.43 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
3.28EUR |
+77.30% |
- Bid Size: - |
- Ask Size: - |
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: |
27.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.33 |
Parity: |
-4.40 |
Time value: |
2.48 |
Break-even: |
761.74 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.04 |
Spread %: |
1.64% |
Delta: |
0.38 |
Theta: |
-0.38 |
Omega: |
10.59 |
Rho: |
0.36 |
Quote data
Open: |
2.68 |
High: |
3.28 |
Low: |
2.68 |
Previous Close: |
1.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.99% |
1 Month |
|
|
+543.14% |
3 Months |
|
|
+15.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.28 |
1.85 |
1M High / 1M Low: |
3.28 |
0.51 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
465.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |