BVT Call 94 BIDU 16.08.2024
/ DE000VD7WDE4
BVT Call 94 BIDU 16.08.2024/ DE000VD7WDE4 /
| 7/12/2024 7:43:33 PM |
Chg.-0.110 |
Bid8:39:59 PM |
Ask8:39:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-12.79% |
0.740
Bid Size: 47,000 |
0.750
Ask Size: 47,000 |
Baidu Inc |
94.00 USD |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
6/13/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
0.61 |
| Time value: |
0.27 |
| Break-even: |
95.24 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
7.60 |
| Rho: |
0.06 |
Quote data
| Open: |
0.960 |
| High: |
1.040 |
| Low: |
0.750 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+167.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.250 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| 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: |
|
- |
