BVT Call 98 BMW 16.08.2024
/ DE000VD68GZ6
BVT Call 98 BMW 16.08.2024/ DE000VD68GZ6 /
| 2024-07-23 5:04:10 PM |
Chg.-0.011 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-22.92% |
0.039
Bid Size: 5,700 |
0.069
Ask Size: 5,700 |
BAY.MOTOREN WERKE AG... |
98.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD68GZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
159.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.71 |
| Time value: |
0.06 |
| Break-even: |
98.57 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.01 |
| Spread %: |
21.28% |
| Delta: |
0.17 |
| Theta: |
-0.04 |
| Omega: |
26.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.052 |
| Low: |
0.037 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
-28.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.028 |
| 1M High / 1M Low: |
0.085 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
518.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
