BVT Call 960 BLK 20.12.2024
/ DE000VD3SKH9
BVT Call 960 BLK 20.12.2024/ DE000VD3SKH9 /
| 15/11/2024 19:42:55 |
Chg.0.000 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
960.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SKH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
960.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.83 |
| Time value: |
0.10 |
| Break-even: |
1,004.71 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.85 |
| Theta: |
-0.37 |
| Omega: |
9.06 |
| Rho: |
0.72 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.880 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
+24.32% |
| 3 Months |
|
|
+576.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.810 |
| 1M High / 1M Low: |
0.960 |
0.400 |
| 6M High / 6M Low: |
0.960 |
0.041 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.52% |
| Volatility 6M: |
|
226.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
