BVT Call 90 BIDU 16.08.2024/  DE000VD79M44  /

EUWAX
2024-07-26  8:29:28 AM Chg.+0.002 Bid10:14:18 AM Ask10:14:18 AM Underlying Strike price Expiration date Option type
0.228EUR +0.88% 0.240
Bid Size: 19,000
0.260
Ask Size: 19,000
Baidu Inc 90.00 USD 2024-08-16 Call
 

Master data

WKN: VD79M4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-08-16
Issue date: 2024-06-19
Last trading day: 2024-08-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.28
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.33
Parity: -0.20
Time value: 0.24
Break-even: 85.30
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 1.51
Spread abs.: 0.01
Spread %: 4.42%
Delta: 0.43
Theta: -0.08
Omega: 14.65
Rho: 0.02
 

Quote data

Open: 0.228
High: 0.228
Low: 0.228
Previous Close: 0.226
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.71%
1 Month
  -50.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.226
1M High / 1M Low: 1.230 0.226
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.369
Avg. volume 1W:   0.000
Avg. price 1M:   0.522
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   565.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -