BVT Call 920 URI 20.09.2024
/ DE000VD2R019
BVT Call 920 URI 20.09.2024/ DE000VD2R019 /
| 2024-07-26 8:56:25 AM |
Chg.- |
Bid8:47:34 AM |
Ask8:47:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
0.500
Bid Size: 6,000 |
0.540
Ask Size: 6,000 |
United Rentals |
920.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD2R01 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
920.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
133.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-15.46 |
| Time value: |
0.52 |
| Break-even: |
852.68 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
2.96 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
0.11 |
| Theta: |
-0.19 |
| Omega: |
14.65 |
| Rho: |
0.11 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.92% |
| 1 Month |
|
|
+408.62% |
| 3 Months |
|
|
-29.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.460 |
| 1M High / 1M Low: |
0.590 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,048.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
