BVT Call 82 MDT 20.12.2024
/ DE000VD3SVN4
BVT Call 82 MDT 20.12.2024/ DE000VD3SVN4 /
8/30/2024 8:46:43 AM |
Chg.-0.030 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-3.80% |
- 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: |
10.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
0.60 |
Time value: |
0.19 |
Break-even: |
82.13 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.28% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
8.06 |
Rho: |
0.17 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.30% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+76.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.760 |
1M High / 1M Low: |
0.850 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.574 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |