BVT Call 88 EW 20.12.2024
/ DE000VD4BFP6
BVT Call 88 EW 20.12.2024/ DE000VD4BFP6 /
| 18/10/2024 08:46:51 |
Chg.-0.007 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-10.29% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
88.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4BFP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
124.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
-1.63 |
| Time value: |
0.05 |
| Break-even: |
81.49 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
2.90 |
| Spread abs.: |
0.00 |
| Spread %: |
1.96% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
13.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.08% |
| 1 Month |
|
|
-7.58% |
| 3 Months |
|
|
-90.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.061 |
| 1M High / 1M Low: |
0.096 |
0.018 |
| 6M High / 6M Low: |
1.150 |
0.018 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
691.13% |
| Volatility 6M: |
|
394.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
