BVT Call 145 ZTS 20.09.2024
/ DE000VD4QNF9
BVT Call 145 ZTS 20.09.2024/ DE000VD4QNF9 /
| 2024-06-03 8:15:50 AM |
Chg.+0.05 |
Bid1:02:01 PM |
Ask1:02:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
+1.85% |
2.74
Bid Size: 6,000 |
2.83
Ask Size: 6,000 |
Zoetis Inc |
145.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD4QNF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
2.26 |
| Time value: |
0.49 |
| Break-even: |
161.11 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
4.67 |
| Rho: |
0.30 |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
2.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.43% |
| 1 Month |
|
|
-1.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.70 |
| 1M High / 1M Low: |
3.13 |
2.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
