BVT Call 94 BIDU 16.08.2024
/ DE000VD7WDE4
BVT Call 94 BIDU 16.08.2024/ DE000VD7WDE4 /
| 2024-06-26 7:41:35 PM |
Chg.-0.010 |
Bid8:03:03 AM |
Ask8:03:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
0.290
Bid Size: 12,000 |
0.310
Ask Size: 12,000 |
Baidu Inc |
94.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
VD7WDE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-13 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
-0.51 |
| Time value: |
0.31 |
| Break-even: |
90.88 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
10.31 |
| Rho: |
0.04 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
