BVT Call 90 CL 20.12.2024
/ DE000VD3SUS5
BVT Call 90 CL 20.12.2024/ DE000VD3SUS5 /
2024-08-30 2:04:58 PM |
Chg.-0.010 |
Bid3:01:51 PM |
Ask3:01:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
-0.62% |
1.600 Bid Size: 7,000 |
1.630 Ask Size: 7,000 |
Colgate Palmolive Co |
90.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD3SUS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Colgate Palmolive Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 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: |
5.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.52 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.29 |
Historic volatility: |
0.13 |
Parity: |
1.43 |
Time value: |
0.19 |
Break-even: |
97.43 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.62% |
Delta: |
0.87 |
Theta: |
-0.02 |
Omega: |
5.15 |
Rho: |
0.21 |
Quote data
Open: |
1.620 |
High: |
1.620 |
Low: |
1.600 |
Previous Close: |
1.610 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.48% |
1 Month |
|
|
+34.45% |
3 Months |
|
|
+175.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.610 |
1.410 |
1M High / 1M Low: |
1.610 |
1.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.544 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.370 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |