BVT Call 950 PLD 20.12.2024
/ DE000VM9JZU5
BVT Call 950 PLD 20.12.2024/ DE000VM9JZU5 /
| 08/11/2024 21:09:08 |
Chg.-0.200 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-21.28% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
950.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VM9JZU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.37 |
| Parity: |
0.41 |
| Time value: |
0.33 |
| Break-even: |
960.38 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.66 |
| Theta: |
-0.61 |
| Omega: |
8.32 |
| Rho: |
0.61 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.710 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.19% |
| 1 Month |
|
|
-44.78% |
| 3 Months |
|
|
+21.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
0.740 |
| 1M High / 1M Low: |
2.500 |
0.740 |
| 6M High / 6M Low: |
2.500 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.13% |
| Volatility 6M: |
|
218.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
