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: |
|
- |