BVT Call 860 URI 20.09.2024
/ DE000VD08UW0
BVT Call 860 URI 20.09.2024/ DE000VD08UW0 /
2024-08-30 8:52:50 AM |
Chg.-0.086 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-70.49% |
- Bid Size: - |
- Ask Size: - |
United Rentals |
860.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VD08UW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
860.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-01 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
684.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.33 |
Parity: |
-10.75 |
Time value: |
0.10 |
Break-even: |
779.45 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
14.40 |
Spread abs.: |
0.03 |
Spread %: |
53.13% |
Delta: |
0.04 |
Theta: |
-0.13 |
Omega: |
30.04 |
Rho: |
0.02 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.122 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-76.32% |
1 Month |
|
|
-93.08% |
3 Months |
|
|
-94.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.159 |
0.036 |
1M High / 1M Low: |
0.520 |
0.036 |
6M High / 6M Low: |
3.350 |
0.036 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.115 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
579.92% |
Volatility 6M: |
|
433.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |