BVT Call 560 MA 20.12.2024
/ DE000VD0YHL1
BVT Call 560 MA 20.12.2024/ DE000VD0YHL1 /
| 04/06/2024 08:57:51 |
Chg.-0.035 |
Bid04/06/2024 |
Ask04/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
-22.15% |
0.123
Bid Size: 10,000 |
0.144
Ask Size: 10,000 |
MasterCard Incorpora... |
560.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD0YHL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
240.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-10.41 |
| Time value: |
0.17 |
| Break-even: |
517.72 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.02 |
| Spread %: |
14.00% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
17.58 |
| Rho: |
0.16 |
Quote data
| Open: |
0.123 |
| High: |
0.123 |
| Low: |
0.123 |
| Previous Close: |
0.158 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.43% |
| 1 Month |
|
|
-50.80% |
| 3 Months |
|
|
-88.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.132 |
| 1M High / 1M Low: |
0.320 |
0.132 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
