BVT Call 85 NESN 20.12.2024
/ DE000VD0DHJ9
BVT Call 85 NESN 20.12.2024/ DE000VD0DHJ9 /
| 11/11/2024 7:51:28 PM |
Chg.0.000 |
Bid9:54:47 PM |
Ask9:54:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
NESTLE N |
85.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
VD0DHJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NESTLE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
233.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-0.63 |
| Time value: |
0.04 |
| Break-even: |
90.93 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
32.50 |
| Rho: |
0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.023 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.29% |
| 1 Month |
|
|
-90.42% |
| 3 Months |
|
|
-96.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.023 |
| 1M High / 1M Low: |
0.320 |
0.023 |
| 6M High / 6M Low: |
1.510 |
0.023 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.86% |
| Volatility 6M: |
|
202.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
