BVT Call 26 LDO 19.09.2024
/ DE000VD1QB37
BVT Call 26 LDO 19.09.2024/ DE000VD1QB37 /
| 2024-06-07 7:50:30 PM |
Chg.+0.170 |
Bid9:54:48 PM |
Ask9:54:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+24.64% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
26.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
VD1QB3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-1.83 |
| Time value: |
0.96 |
| Break-even: |
26.96 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.11 |
| Spread %: |
12.94% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
9.60 |
| Rho: |
0.02 |
Quote data
| Open: |
0.750 |
| High: |
0.860 |
| Low: |
0.750 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.13% |
| 1 Month |
|
|
+65.38% |
| 3 Months |
|
|
+36.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.690 |
| 1M High / 1M Low: |
0.860 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
