BVT Call 180 AMZN 14.06.2024
/ DE000VD5NRS7
BVT Call 180 AMZN 14.06.2024/ DE000VD5NRS7 /
| 2024-06-03 8:15:23 AM |
Chg.-0.092 |
Bid11:06:04 AM |
Ask11:06:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.208EUR |
-30.67% |
0.219
Bid Size: 47,000 |
0.229
Ask Size: 47,000 |
Amazon.com Inc |
180.00 USD |
2024-06-14 |
Call |
Master data
| WKN: |
VD5NRS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-14 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-0.33 |
| Time value: |
0.19 |
| Break-even: |
167.80 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.01 |
| Spread %: |
5.43% |
| Delta: |
0.36 |
| Theta: |
-0.14 |
| Omega: |
30.30 |
| Rho: |
0.02 |
Quote data
| Open: |
0.208 |
| High: |
0.208 |
| Low: |
0.208 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.48% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.300 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| 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: |
|
- |
