BVT Call 19.5 LDO 19.09.2024
/ DE000VD0W7G0
BVT Call 19.5 LDO 19.09.2024/ DE000VD0W7G0 /
| 2024-05-31 8:57:11 AM |
Chg.+0.19 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.15EUR |
+4.80% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
4.07 |
| Time value: |
0.81 |
| Break-even: |
24.38 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.27 |
| Spread %: |
5.86% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.00 |
| Rho: |
0.04 |
Quote data
| Open: |
4.15 |
| High: |
4.15 |
| Low: |
4.15 |
| Previous Close: |
3.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.39% |
| 1 Month |
|
|
+19.25% |
| 3 Months |
|
|
+65.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.68 |
3.96 |
| 1M High / 1M Low: |
4.68 |
3.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
