BVT Call 82 SCHW 20.12.2024
/ DE000VD3SAK4
BVT Call 82 SCHW 20.12.2024/ DE000VD3SAK4 /
| 11/12/2024 7:55:07 PM |
Chg.-0.001 |
Bid9:52:07 PM |
Ask9:52:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.139EUR |
-0.71% |
0.151
Bid Size: 58,000 |
0.163
Ask Size: 58,000 |
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: |
45.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-0.39 |
| Time value: |
0.16 |
| Break-even: |
78.49 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
7.43% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
15.47 |
| Rho: |
0.02 |
Quote data
| Open: |
0.144 |
| High: |
0.144 |
| Low: |
0.139 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+504.35% |
| 1 Month |
|
|
+308.82% |
| 3 Months |
|
|
+414.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.023 |
| 1M High / 1M Low: |
0.140 |
0.017 |
| 6M High / 6M Low: |
0.580 |
0.016 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,368.03% |
| Volatility 6M: |
|
603.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
