BVT Call 92 CL 20.12.2024
/ DE000VD3SUU1
BVT Call 92 CL 20.12.2024/ DE000VD3SUU1 /
| 2024-09-18 8:47:31 AM |
Chg.-0.09 |
Bid5:51:23 PM |
Ask5:51:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-6.52% |
1.25
Bid Size: 37,000 |
1.26
Ask Size: 37,000 |
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: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.13 |
| Parity: |
1.13 |
| Time value: |
0.19 |
| Break-even: |
95.92 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
6.01 |
| Rho: |
0.17 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.69% |
| 1 Month |
|
|
+14.16% |
| 3 Months |
|
|
+67.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.38 |
| 1M High / 1M Low: |
1.70 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
