BVT Call 90 CL 20.12.2024
/ DE000VD3SUS5
BVT Call 90 CL 20.12.2024/ DE000VD3SUS5 /
2024-07-26 8:46:50 AM |
Chg.0.000 |
Bid2:27:07 PM |
Ask2:27:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
0.00% |
1.040 Bid Size: 7,000 |
1.090 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: |
9.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.23 |
Historic volatility: |
0.13 |
Parity: |
0.60 |
Time value: |
0.34 |
Break-even: |
92.34 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.08% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
7.00 |
Rho: |
0.23 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.62% |
1 Month |
|
|
-12.15% |
3 Months |
|
|
+80.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.910 |
1M High / 1M Low: |
1.130 |
0.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.986 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |