BVT Call 900 PLD 20.09.2024
/ DE000VM92U53
BVT Call 900 PLD 20.09.2024/ DE000VM92U53 /
| 03/09/2024 21:07:32 |
Chg.-0.260 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-33.33% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
900.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM92U5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.33 |
| Parity: |
0.59 |
| Time value: |
0.24 |
| Break-even: |
896.21 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
0.72 |
| Theta: |
-1.26 |
| Omega: |
7.57 |
| Rho: |
0.25 |
Quote data
| Open: |
0.690 |
| High: |
0.710 |
| Low: |
0.430 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
-38.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.520 |
| 1M High / 1M Low: |
0.780 |
0.240 |
| 6M High / 6M Low: |
2.140 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.92% |
| Volatility 6M: |
|
253.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
