BVT Call 94 MDT 20.12.2024
/ DE000VD3SVL8
BVT Call 94 MDT 20.12.2024/ DE000VD3SVL8 /
2024-08-01 8:44:04 AM |
Chg.-0.005 |
Bid1:09:09 PM |
Ask1:09:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.078EUR |
-6.02% |
0.077 Bid Size: 34,000 |
0.087 Ask Size: 34,000 |
Medtronic PLC |
94.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD3SVL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
94.00 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: |
84.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-1.26 |
Time value: |
0.09 |
Break-even: |
87.73 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
12.82% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
14.28 |
Rho: |
0.05 |
Quote data
Open: |
0.078 |
High: |
0.078 |
Low: |
0.078 |
Previous Close: |
0.083 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+21.88% |
3 Months |
|
|
-53.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.083 |
0.059 |
1M High / 1M Low: |
0.094 |
0.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
641.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |