BVT Call 85 NET 20.12.2024
/ DE000VD2Q3L5
BVT Call 85 NET 20.12.2024/ DE000VD2Q3L5 /
| 2024-11-15 4:55:45 PM |
Chg.-0.360 |
Bid7:21:08 PM |
Ask7:21:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-36.73% |
0.660
Bid Size: 49,000 |
0.670
Ask Size: 49,000 |
Cloudflare Inc |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD2Q3L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.43 |
| Parity: |
0.66 |
| Time value: |
0.23 |
| Break-even: |
89.62 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
7.27 |
| Rho: |
0.05 |
Quote data
| Open: |
0.770 |
| High: |
0.790 |
| Low: |
0.620 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.33% |
| 1 Month |
|
|
-51.94% |
| 3 Months |
|
|
-24.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.750 |
| 1M High / 1M Low: |
1.390 |
0.750 |
| 6M High / 6M Low: |
1.390 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.802 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.36% |
| Volatility 6M: |
|
229.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
