BVT Call 850 PLD 20.09.2024
/ DE000VM98CB4
BVT Call 850 PLD 20.09.2024/ DE000VM98CB4 /
| 03/09/2024 21:05:16 |
Chg.-0.280 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-23.33% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
850.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM98CB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.33 |
| Parity: |
1.04 |
| Time value: |
0.21 |
| Break-even: |
893.04 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.05 |
| Spread %: |
4.17% |
| Delta: |
0.79 |
| Theta: |
-1.35 |
| Omega: |
5.53 |
| Rho: |
0.26 |
Quote data
| Open: |
1.110 |
| High: |
1.140 |
| Low: |
0.790 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+37.31% |
| 3 Months |
|
|
-16.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.920 |
| 1M High / 1M Low: |
1.200 |
0.400 |
| 6M High / 6M Low: |
2.500 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.882 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.431 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.90% |
| Volatility 6M: |
|
213.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
