BVT Call 84 MDT 20.12.2024
/ DE000VD3SU63
BVT Call 84 MDT 20.12.2024/ DE000VD3SU63 /
| 2024-08-15 5:00:42 PM |
Chg.+0.050 |
Bid7:09:33 PM |
Ask7:09:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+16.13% |
0.400
Bid Size: 158,000 |
0.410
Ask Size: 158,000 |
Medtronic PLC |
84.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SU6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.21 |
| Time value: |
0.34 |
| Break-even: |
79.68 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
10.52 |
| Rho: |
0.11 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.350 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+111.76% |
| 3 Months |
|
|
-38.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.310 |
| 1M High / 1M Low: |
0.420 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
