BVT Call 82 SCHW 20.12.2024
/ DE000VD3SAK4
BVT Call 82 SCHW 20.12.2024/ DE000VD3SAK4 /
| 11/8/2024 7:54:43 PM |
Chg.+0.011 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+40.74% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
82.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SAK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| 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: |
137.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.76 |
| Time value: |
0.05 |
| Break-even: |
77.01 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.01 |
| Spread %: |
28.21% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
21.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.019 |
| High: |
0.038 |
| Low: |
0.019 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.33% |
| 1 Month |
|
|
+31.03% |
| 3 Months |
|
|
-2.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.021 |
| 1M High / 1M Low: |
0.078 |
0.017 |
| 6M High / 6M Low: |
0.580 |
0.016 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
984.36% |
| Volatility 6M: |
|
475.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
