BVT Call 96 BIDU 16.08.2024
/ DE000VD7FLS2
BVT Call 96 BIDU 16.08.2024/ DE000VD7FLS2 /
| 2024-07-26 8:48:50 AM |
Chg.-0.008 |
Bid2:59:53 PM |
Ask2:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-8.16% |
0.092
Bid Size: 32,000 |
0.102
Ask Size: 32,000 |
Baidu Inc |
96.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
VD7FLS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
81.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-0.76 |
| Time value: |
0.10 |
| Break-even: |
89.46 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
4.74 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
0.22 |
| Theta: |
-0.06 |
| Omega: |
17.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.54% |
| 1 Month |
|
|
-64.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.234 |
0.098 |
| 1M High / 1M Low: |
0.820 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
667.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
