BVT Call 125 DELL 19.07.2024
/ DE000VD5JSD5
BVT Call 125 DELL 19.07.2024/ DE000VD5JSD5 /
| 2024-06-07 8:53:36 AM |
Chg.-0.31 |
Bid7:48:58 PM |
Ask7:48:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-20.13% |
1.05
Bid Size: 116,000 |
1.06
Ask Size: 116,000 |
Dell Technologies In... |
125.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
VD5JSD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dell Technologies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.50 |
| Parity: |
0.82 |
| Time value: |
0.46 |
| Break-even: |
127.57 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
6.76 |
| Rho: |
0.08 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.33% |
| 1 Month |
|
|
-11.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.18 |
| 1M High / 1M Low: |
5.12 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
