BVT Call 900 PLD 20.12.2024
/ DE000VM92U20
BVT Call 900 PLD 20.12.2024/ DE000VM92U20 /
| 2024-11-12 7:55:03 PM |
Chg.-0.210 |
Bid9:58:33 PM |
Ask9:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-22.34% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
900.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VM92U2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
0.78 |
| Time value: |
0.23 |
| Break-even: |
945.03 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
0.76 |
| Theta: |
-0.60 |
| Omega: |
6.94 |
| Rho: |
0.62 |
Quote data
| Open: |
0.820 |
| High: |
0.850 |
| Low: |
0.730 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.29% |
| 1 Month |
|
|
-56.29% |
| 3 Months |
|
|
-17.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
0.940 |
| 1M High / 1M Low: |
2.910 |
0.940 |
| 6M High / 6M Low: |
2.910 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.46% |
| Volatility 6M: |
|
200.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
