BVT Call 92 BIDU 16.08.2024
/ DE000VD76MX2
BVT Call 92 BIDU 16.08.2024/ DE000VD76MX2 /
| 2024-07-26 8:23:39 AM |
Chg.-0.002 |
Bid9:43:24 AM |
Ask9:43:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-1.16% |
0.171
Bid Size: 20,000 |
0.182
Ask Size: 20,000 |
Baidu Inc |
92.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
VD76MX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-0.30 |
| Time value: |
0.22 |
| Break-even: |
87.07 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.01 |
| Spread %: |
4.81% |
| Delta: |
0.39 |
| Theta: |
-0.08 |
| Omega: |
14.66 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.172 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.48% |
| 1 Month |
|
|
-56.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.172 |
| 1M High / 1M Low: |
1.080 |
0.172 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
619.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
