BVT Call 165 ZTS 21.06.2024
/ DE000VD3LQ41
BVT Call 165 ZTS 21.06.2024/ DE000VD3LQ41 /
| 2024-06-07 8:05:23 PM |
Chg.-0.050 |
Bid8:28:32 PM |
Ask8:28:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-4.39% |
1.130
Bid Size: 20,000 |
1.150
Ask Size: 20,000 |
Zoetis Inc |
165.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
1.08 |
| Time value: |
0.16 |
| Break-even: |
163.89 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.82 |
| Theta: |
-0.14 |
| Omega: |
10.69 |
| Rho: |
0.05 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.090 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.15% |
| 1 Month |
|
|
+9.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.660 |
| 1M High / 1M Low: |
1.150 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
