BVT Call 98 BIDU 16.08.2024/  DE000VD7FL24  /

Frankfurt Zert./VONT
2024-07-26  4:45:09 PM Chg.-0.027 Bid6:02:23 PM Ask6:02:23 PM Underlying Strike price Expiration date Option type
0.064EUR -29.67% 0.075
Bid Size: 76,000
0.085
Ask Size: 76,000
Baidu Inc 98.00 USD 2024-08-16 Call
 

Master data

WKN: VD7FL2
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 98.00 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: 107.87
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.33
Parity: -0.94
Time value: 0.08
Break-even: 91.06
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 6.81
Spread abs.: 0.01
Spread %: 15.38%
Delta: 0.17
Theta: -0.05
Omega: 18.33
Rho: 0.01
 

Quote data

Open: 0.070
High: 0.070
Low: 0.064
Previous Close: 0.091
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -62.57%
1 Month
  -68.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.199 0.091
1M High / 1M Low: 0.640 0.091
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   733.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -