BVT Call 86 BMW 16.08.2024
/ DE000VD7QRZ1
BVT Call 86 BMW 16.08.2024/ DE000VD7QRZ1 /
| 2024-07-23 8:19:22 AM |
Chg.+0.090 |
Bid1:02:19 PM |
Ask1:02:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+17.65% |
0.630
Bid Size: 3,400 |
0.660
Ask Size: 3,400 |
BAY.MOTOREN WERKE AG... |
86.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD7QRZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-11 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.14 |
| Break-even: |
92.30 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
6.78% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
10.97 |
| Rho: |
0.04 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.450 |
| 1M High / 1M Low: |
0.730 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
