BVT Call 16 T 20.12.2024/ DE000VD4BDF2 /
| 2024-05-06 8:42:54 AM | Chg.-0.04 | Bid11:30:03 AM | Ask11:30:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.64EUR | -2.38% | 1.70 Bid Size: 12,000 |
1.75 Ask Size: 12,000 |
AT&T Inc | 16.00 USD | 2024-12-20 | Call |
Master data
| WKN: | VD4BDF |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | AT&T Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 USD |
| Maturity: | 2024-12-20 |
| Issue date: | 2024-04-17 |
| Last trading day: | 2024-12-20 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 0.79 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | 0.79 |
| Time value: | 0.88 |
| Break-even: | 16.54 |
| Moneyness: | 1.05 |
| Premium: | 0.06 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.01 |
| Spread %: | 0.60% |
| Delta: | 0.71 |
| Theta: | 0.00 |
| Omega: | 6.62 |
| Rho: | 0.06 |
Quote data
| Open: | 1.64 |
|---|---|
| High: | 1.64 |
| Low: | 1.64 |
| Previous Close: | 1.68 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.34% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.79 | 1.68 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.75 | |
| Avg. volume 1W: | 0.00 | |
| 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: | - |
