BVT Call 82 MDT 20.12.2024
/ DE000VD3SVN4
BVT Call 82 MDT 20.12.2024/ DE000VD3SVN4 /
| 9/6/2024 8:04:55 PM |
Chg.0.000 |
Bid9:57:58 PM |
Ask9:57:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Medtronic PLC |
82.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SVN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.71 |
| Time value: |
0.20 |
| Break-even: |
83.07 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
7.15 |
| Rho: |
0.16 |
Quote data
| Open: |
0.820 |
| High: |
0.900 |
| Low: |
0.820 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.29% |
| 1 Month |
|
|
+91.49% |
| 3 Months |
|
|
+52.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.760 |
| 1M High / 1M Low: |
0.920 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
