BVT Call 90 SCHW 20.12.2024
/ DE000VD3SAF4
BVT Call 90 SCHW 20.12.2024/ DE000VD3SAF4 /
| 11/12/2024 7:57:44 PM |
Chg.-0.001 |
Bid9:52:53 PM |
Ask9:52:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-3.33% |
0.029
Bid Size: 58,000 |
0.041
Ask Size: 58,000 |
Charles Schwab Corpo... |
90.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SAF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
162.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-1.14 |
| Time value: |
0.05 |
| Break-even: |
84.85 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
3.24 |
| Spread abs.: |
0.01 |
| Spread %: |
32.35% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
18.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.029 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+866.67% |
| 1 Month |
|
|
+480.00% |
| 3 Months |
|
|
+262.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.003 |
| 1M High / 1M Low: |
0.030 |
0.002 |
| 6M High / 6M Low: |
0.300 |
0.002 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,237.47% |
| Volatility 6M: |
|
1,307.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
