BVT Call 92 CL 20.12.2024/  DE000VD3SUU1  /

EUWAX
2024-07-25  8:44:48 AM Chg.+0.030 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.790EUR +3.95% -
Bid Size: -
-
Ask Size: -
Colgate Palmolive Co 92.00 USD 2024-12-20 Call
 

Master data

WKN: VD3SUU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Colgate Palmolive Co
Type: Warrant
Option type: Call
Strike price: 92.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-10
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.14
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.42
Implied volatility: 0.22
Historic volatility: 0.13
Parity: 0.42
Time value: 0.38
Break-even: 92.89
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.70
Theta: -0.02
Omega: 7.81
Rho: 0.22
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.24%
1 Month
  -14.13%
3 Months  
+88.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.760
1M High / 1M Low: 0.980 0.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -