BVT Call 16.5 XCA 20.12.2024
/ DE000VD3H0G1
BVT Call 16.5 XCA 20.12.2024/ DE000VD3H0G1 /
| 2024-05-02 8:43:33 AM |
Chg.-0.010 |
Bid6:21:58 PM |
Ask6:21:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.221EUR |
-4.33% |
0.222
Bid Size: 10,000 |
0.247
Ask Size: 10,000 |
CREDIT AGRICOLE INH.... |
16.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VD3H0G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.20 |
| Parity: |
-1.95 |
| Time value: |
0.24 |
| Break-even: |
16.74 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
7.80% |
| Delta: |
0.23 |
| Theta: |
0.00 |
| Omega: |
14.36 |
| Rho: |
0.02 |
Quote data
| Open: |
0.221 |
| High: |
0.221 |
| Low: |
0.221 |
| Previous Close: |
0.231 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.64% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.227 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.237 |
| 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: |
|
- |
