BVT Call 19.5 LDO 19.09.2024
/ DE000VD0W7G0
BVT Call 19.5 LDO 19.09.2024/ DE000VD0W7G0 /
| 2024-06-07 7:50:43 PM |
Chg.+0.470 |
Bid9:00:17 PM |
Ask9:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.020EUR |
+10.33% |
5.010
Bid Size: 1,000 |
5.290
Ask Size: 1,000 |
LEONARDO |
19.50 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
VD0W7G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.24 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
4.24 |
| Time value: |
0.71 |
| Break-even: |
24.45 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.27 |
| Spread %: |
5.77% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.04 |
| Rho: |
0.04 |
Quote data
| Open: |
4.660 |
| High: |
5.020 |
| Low: |
4.660 |
| Previous Close: |
4.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.13% |
| 1 Month |
|
|
+58.36% |
| 3 Months |
|
|
+66.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.870 |
4.550 |
| 1M High / 1M Low: |
4.870 |
3.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
