BVT Call 92 MDT 20.12.2024
/ DE000VD3SU71
BVT Call 92 MDT 20.12.2024/ DE000VD3SU71 /
| 2024-11-08 8:59:33 AM |
Chg.-0.074 |
Bid9:57:05 PM |
Ask9:57:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
-39.15% |
0.089
Bid Size: 200,000 |
0.099
Ask Size: 200,000 |
Medtronic PLC |
92.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SU7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| 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: |
65.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-0.36 |
| Time value: |
0.12 |
| Break-even: |
86.46 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
8.77% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
20.89 |
| Rho: |
0.03 |
Quote data
| Open: |
0.115 |
| High: |
0.115 |
| Low: |
0.115 |
| Previous Close: |
0.189 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.84% |
| 1 Month |
|
|
-24.34% |
| 3 Months |
|
|
-21.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.237 |
0.183 |
| 1M High / 1M Low: |
0.330 |
0.152 |
| 6M High / 6M Low: |
0.340 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.21% |
| Volatility 6M: |
|
327.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
