BVT Call 88 BIDU 19.07.2024
/ DE000VD8MZU2
BVT Call 88 BIDU 19.07.2024/ DE000VD8MZU2 /
| 17/07/2024 19:44:32 |
Chg.-0.280 |
Bid19:52:07 |
Ask19:52:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-47.46% |
0.310
Bid Size: 39,000 |
0.320
Ask Size: 39,000 |
Baidu Inc |
88.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
VD8MZU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.33 |
| Parity: |
0.53 |
| Time value: |
0.02 |
| Break-even: |
86.22 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.89 |
| Theta: |
-0.21 |
| Omega: |
13.99 |
| Rho: |
0.00 |
Quote data
| Open: |
0.510 |
| High: |
0.540 |
| Low: |
0.310 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.37% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.490 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
