BVT Call 9 WBD 20.12.2024
/ DE000VD3LS56
BVT Call 9 WBD 20.12.2024/ DE000VD3LS56 /
7/12/2024 8:48:08 AM |
Chg.+0.040 |
Bid8:39:50 PM |
Ask8:39:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+7.84% |
0.530 Bid Size: 60,000 |
0.560 Ask Size: 60,000 |
Warner Brothers Disc... |
9.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD3LS5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Warner Brothers Discovery Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.44 |
Parity: |
-1.49 |
Time value: |
0.57 |
Break-even: |
8.85 |
Moneyness: |
0.82 |
Premium: |
0.30 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.03 |
Spread %: |
5.56% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
4.59 |
Rho: |
0.01 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.84% |
1 Month |
|
|
-36.05% |
3 Months |
|
|
-62.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.470 |
1M High / 1M Low: |
0.860 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.565 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |