BVT Call 85 ON 21.06.2024
/ DE000VD0HN27
BVT Call 85 ON 21.06.2024/ DE000VD0HN27 /
| 2024-06-03 8:55:38 AM |
Chg.+0.003 |
Bid9:55:05 AM |
Ask9:55:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+13.04% |
0.023
Bid Size: 16,000 |
0.033
Ask Size: 16,000 |
ON Semiconductor |
85.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0HN2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
186.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.40 |
| Parity: |
-1.10 |
| Time value: |
0.04 |
| Break-even: |
78.68 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
22.76 |
| Spread abs.: |
0.01 |
| Spread %: |
38.46% |
| Delta: |
0.10 |
| Theta: |
-0.04 |
| Omega: |
19.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-59.38% |
| 3 Months |
|
|
-95.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.010 |
| 1M High / 1M Low: |
0.106 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,268.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
