BVT Call 88 CL 20.12.2024
/ DE000VD3SU30
BVT Call 88 CL 20.12.2024/ DE000VD3SU30 /
| 2024-08-30 8:46:40 AM |
Chg.+0.02 |
Bid2:43:50 PM |
Ask2:43:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
+1.12% |
1.77
Bid Size: 7,000 |
1.80
Ask Size: 7,000 |
Colgate Palmolive Co |
88.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SU3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.13 |
| Parity: |
1.61 |
| Time value: |
0.18 |
| Break-even: |
97.32 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.74 |
| Rho: |
0.21 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
+25.87% |
| 3 Months |
|
|
+157.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.62 |
| 1M High / 1M Low: |
1.78 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
