BVT Call 165 ZTS 21.06.2024
/ DE000VD3LQ41
BVT Call 165 ZTS 21.06.2024/ DE000VD3LQ41 /
| 31/05/2024 20:05:32 |
Chg.-0.110 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
Zoetis Inc |
165.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VD3LQ4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.42 |
| Time value: |
0.33 |
| Break-even: |
159.59 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.66 |
| Theta: |
-0.12 |
| Omega: |
13.71 |
| Rho: |
0.05 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.660 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.52% |
| 1 Month |
|
|
+3.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.660 |
| 1M High / 1M Low: |
1.130 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.868 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
