BVT Call 24 LDO 18.07.2024
/ DE000VD58GM5
BVT Call 24 LDO 18.07.2024/ DE000VD58GM5 /
| 10/06/2024 14:04:41 |
Chg.+0.170 |
Bid14:06:24 |
Ask14:06:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+14.91% |
1.320
Bid Size: 16,000 |
1.340
Ask Size: 16,000 |
LEONARDO |
24.00 EUR |
18/07/2024 |
Call |
Master data
| WKN: |
VD58GM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
18/07/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.17 |
| Time value: |
1.15 |
| Break-even: |
25.32 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.17 |
| Spread %: |
14.78% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
10.25 |
| Rho: |
0.01 |
Quote data
| Open: |
1.370 |
| High: |
1.370 |
| Low: |
1.310 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.08% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.910 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| 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: |
|
- |
