BVT Call 96 CL 20.12.2024
/ DE000VD3SUP1
BVT Call 96 CL 20.12.2024/ DE000VD3SUP1 /
2024-08-30 4:43:49 PM |
Chg.+0.030 |
Bid5:30:21 PM |
Ask5:30:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
+2.68% |
1.130 Bid Size: 37,000 |
1.140 Ask Size: 37,000 |
Colgate Palmolive Co |
96.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD3SUP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Colgate Palmolive Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
96.00 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: |
8.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.25 |
Historic volatility: |
0.13 |
Parity: |
0.89 |
Time value: |
0.24 |
Break-even: |
97.94 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.89% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
6.81 |
Rho: |
0.20 |
Quote data
Open: |
1.130 |
High: |
1.150 |
Low: |
1.110 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.66% |
1 Month |
|
|
+55.41% |
3 Months |
|
|
+310.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
0.930 |
1M High / 1M Low: |
1.120 |
0.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.910 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |