BVT Call 98 EL 20.12.2024
/ DE000VC0F9G9
BVT Call 98 EL 20.12.2024/ DE000VC0F9G9 /
| 10/9/2024 10:24:47 AM |
Chg.-0.020 |
Bid10:24:47 AM |
Ask10:24:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-3.33% |
0.580
Bid Size: 25,000 |
0.620
Ask Size: 25,000 |
Estee Lauder Compani... |
98.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/22/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
-0.37 |
| Time value: |
0.59 |
| Break-even: |
95.19 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
6.88 |
| Rho: |
0.07 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.40% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.600 |
| 1M High / 1M Low: |
0.970 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
