BVT Call 800 URI 20.09.2024
/ DE000VD0NPS2
BVT Call 800 URI 20.09.2024/ DE000VD0NPS2 /
| 30/08/2024 08:39:02 |
Chg.-0.110 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-18.97% |
-
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: |
117.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
-5.32 |
| Time value: |
0.57 |
| Break-even: |
729.86 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
3.64 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
0.19 |
| Theta: |
-0.39 |
| Omega: |
22.84 |
| Rho: |
0.07 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-81.57% |
| 3 Months |
|
|
-65.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.470 |
| 1M High / 1M Low: |
2.550 |
0.440 |
| 6M High / 6M Low: |
4.720 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.933 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
475.80% |
| Volatility 6M: |
|
344.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
