BVT Call 820 BLK 20.12.2024
/ DE000VD3SKQ0
BVT Call 820 BLK 20.12.2024/ DE000VD3SKQ0 /
| 2024-09-09 7:50:22 PM |
Chg.+0.150 |
Bid9:58:35 PM |
Ask9:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+22.39% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
820.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SKQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.42 |
| Time value: |
0.29 |
| Break-even: |
810.62 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.71 |
| Theta: |
-0.23 |
| Omega: |
7.79 |
| Rho: |
1.35 |
Quote data
| Open: |
0.720 |
| High: |
0.820 |
| Low: |
0.720 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.77% |
| 1 Month |
|
|
+10.81% |
| 3 Months |
|
|
+141.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.670 |
| 1M High / 1M Low: |
0.940 |
0.620 |
| 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: |
|
0.758 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
