BVT Call 85 MDT 20.09.2024
/ DE000VD0DBA1
BVT Call 85 MDT 20.09.2024/ DE000VD0DBA1 /
| 2024-08-01 8:04:06 PM |
Chg.-0.009 |
Bid8:19:23 PM |
Ask8:19:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.114EUR |
-7.32% |
0.118
Bid Size: 172,000 |
0.128
Ask Size: 172,000 |
Medtronic PLC |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0DBA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.43 |
| Time value: |
0.12 |
| Break-even: |
79.74 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
9.01% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
18.33 |
| Rho: |
0.03 |
Quote data
| Open: |
0.107 |
| High: |
0.114 |
| Low: |
0.096 |
| Previous Close: |
0.123 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.58% |
| 1 Month |
|
|
+96.55% |
| 3 Months |
|
|
-56.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.131 |
0.093 |
| 1M High / 1M Low: |
0.168 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
771.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
