BVT Call 85 ON 20.09.2024
/ DE000VD0HN50
BVT Call 85 ON 20.09.2024/ DE000VD0HN50 /
| 05/09/2024 19:47:15 |
Chg.0.000 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
85.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD0HN5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
265.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.45 |
| Parity: |
-1.31 |
| Time value: |
0.02 |
| Break-even: |
76.95 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
71.43% |
| Delta: |
0.07 |
| Theta: |
-0.04 |
| Omega: |
19.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.015 |
| High: |
0.016 |
| Low: |
0.013 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-86.32% |
| 1 Month |
|
|
-86.55% |
| 3 Months |
|
|
-94.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.117 |
0.016 |
| 1M High / 1M Low: |
0.119 |
0.016 |
| 6M High / 6M Low: |
1.200 |
0.016 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,007.79% |
| Volatility 6M: |
|
524.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
