BVT Call 98 EL 20.12.2024
/ DE000VC0F9G9
BVT Call 98 EL 20.12.2024/ DE000VC0F9G9 /
| 2024-07-30 4:51:19 PM |
Chg.-0.120 |
Bid5:21:07 PM |
Ask5:21:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-9.76% |
1.110
Bid Size: 71,000 |
1.120
Ask Size: 71,000 |
Estee Lauder Compani... |
98.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VC0F9G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
0.25 |
| Time value: |
0.98 |
| Break-even: |
102.88 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
4.64 |
| Rho: |
0.18 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.110 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.160 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
