BVT Call 84 SCHW 20.12.2024
/ DE000VD3SAE7
BVT Call 84 SCHW 20.12.2024/ DE000VD3SAE7 /
| 08/11/2024 20:04:36 |
Chg.+0.008 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
+61.54% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
84.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SAE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
215.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-0.94 |
| Time value: |
0.03 |
| Break-even: |
78.70 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.01 |
| Spread %: |
52.38% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
22.68 |
| Rho: |
0.01 |
Quote data
| Open: |
0.009 |
| High: |
0.021 |
| Low: |
0.009 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.010 |
| 1M High / 1M Low: |
0.047 |
0.009 |
| 6M High / 6M Low: |
0.490 |
0.009 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,168.88% |
| Volatility 6M: |
|
546.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
