BVT Call 23 LDO 19.09.2024
/ DE000VD0W6Y5
BVT Call 23 LDO 19.09.2024/ DE000VD0W6Y5 /
| 2024-05-31 8:57:11 AM |
Chg.+0.11 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+7.19% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
23.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
VD0W6Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.57 |
| Time value: |
1.57 |
| Break-even: |
25.14 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.19 |
| Spread %: |
9.74% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.75 |
| Rho: |
0.04 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.17% |
| 1 Month |
|
|
+13.10% |
| 3 Months |
|
|
+57.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.53 |
| 1M High / 1M Low: |
2.04 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
