BVT Call 440 MA 21.06.2024
/ DE000VD5JRN6
BVT Call 440 MA 21.06.2024/ DE000VD5JRN6 /
| 04/06/2024 10:23:47 |
Chg.+0.060 |
Bid10:59:12 |
Ask10:59:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+8.00% |
0.780
Bid Size: 6,000 |
0.860
Ask Size: 6,000 |
MasterCard Incorpora... |
440.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VD5JRN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
06/05/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
0.29 |
| Time value: |
0.60 |
| Break-even: |
412.30 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
3.49% |
| Delta: |
0.59 |
| Theta: |
-0.22 |
| Omega: |
26.97 |
| Rho: |
0.11 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.750 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| 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: |
|
- |
