BVT Call 94 EW 20.12.2024
/ DE000VD3R546
BVT Call 94 EW 20.12.2024/ DE000VD3R546 /
| 10/18/2024 8:48:38 AM |
Chg.-0.007 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-22.58% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
94.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3R54 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
293.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
-2.18 |
| Time value: |
0.02 |
| Break-even: |
86.71 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
4.63 |
| Spread abs.: |
0.00 |
| Spread %: |
4.76% |
| Delta: |
0.05 |
| Theta: |
-0.01 |
| Omega: |
15.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.58% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-94.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.024 |
| 1M High / 1M Low: |
0.051 |
0.006 |
| 6M High / 6M Low: |
0.810 |
0.006 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,144.15% |
| Volatility 6M: |
|
675.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
