BVT Call 27 LDO 19.09.2024
/ DE000VD2Z509
BVT Call 27 LDO 19.09.2024/ DE000VD2Z509 /
| 2024-06-07 4:52:21 PM |
Chg.+0.120 |
Bid5:05:15 PM |
Ask5:05:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+25.53% |
0.580
Bid Size: 18,000 |
0.600
Ask Size: 18,000 |
LEONARDO |
27.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
VD2Z50 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-3.26 |
| Time value: |
0.54 |
| Break-even: |
27.54 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.07 |
| Spread %: |
14.89% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
11.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.510 |
| High: |
0.590 |
| Low: |
0.510 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.92% |
| 1 Month |
|
|
+78.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
0.580 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
