BVT Call 20 LDO 19.09.2024
/ DE000VD0W641
BVT Call 20 LDO 19.09.2024/ DE000VD0W641 /
| 2024-06-07 8:59:12 AM |
Chg.-0.21 |
Bid8:21:04 PM |
Ask8:21:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
-4.81% |
4.58
Bid Size: 1,000 |
4.85
Ask Size: 1,000 |
LEONARDO |
20.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
VD0W64 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.11 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
3.74 |
| Time value: |
0.67 |
| Break-even: |
24.41 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.26 |
| Spread %: |
6.27% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.51 |
| Rho: |
0.04 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.53% |
| 1 Month |
|
|
+17.18% |
| 3 Months |
|
|
+59.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.48 |
3.73 |
| 1M High / 1M Low: |
4.48 |
2.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
