BVT Call 95 BMW 16.08.2024
/ DE000VD7TJV1
BVT Call 95 BMW 16.08.2024/ DE000VD7TJV1 /
| 7/23/2024 10:21:46 AM |
Chg.-0.015 |
Bid11:12:50 AM |
Ask11:12:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-13.51% |
0.095
Bid Size: 114,000 |
0.105
Ask Size: 114,000 |
BAY.MOTOREN WERKE AG... |
95.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
VD7TJV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
6/12/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
78.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.41 |
| Time value: |
0.12 |
| Break-even: |
96.16 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.01 |
| Spread %: |
10.48% |
| Delta: |
0.29 |
| Theta: |
-0.05 |
| Omega: |
23.00 |
| Rho: |
0.02 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.111 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.14% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.117 |
0.067 |
| 1M High / 1M Low: |
0.157 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
488.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
