BVT Call 900 PLD 20.12.2024
/ DE000VM6PFG9
BVT Call 900 PLD 20.12.2024/ DE000VM6PFG9 /
| 11/12/2024 8:00:54 PM |
Chg.-0.180 |
Bid9:58:32 PM |
Ask9:58:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-20.69% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
900.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VM6PFG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.37 |
| Parity: |
0.78 |
| Time value: |
0.15 |
| Break-even: |
937.03 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
5.68% |
| Delta: |
0.80 |
| Theta: |
-0.44 |
| Omega: |
7.96 |
| Rho: |
0.67 |
Quote data
| Open: |
0.780 |
| High: |
0.790 |
| Low: |
0.690 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.33% |
| 1 Month |
|
|
-44.35% |
| 3 Months |
|
|
-1.43% |
| YTD |
|
|
-52.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.870 |
| 1M High / 1M Low: |
1.670 |
0.870 |
| 6M High / 6M Low: |
1.670 |
0.480 |
| High (YTD): |
10/28/2024 |
1.670 |
| Low (YTD): |
8/5/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.960 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.42% |
| Volatility 6M: |
|
139.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
