BVT Call 1650 PLD 20.12.2024
/ DE000VU89DV2
BVT Call 1650 PLD 20.12.2024/ DE000VU89DV2 /
2024-05-21 10:25:03 AM |
Chg.-0.016 |
Bid12:34:36 PM |
Ask12:33:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.115EUR |
-12.21% |
0.116 Bid Size: 40,000 |
0.163 Ask Size: 40,000 |
PALLADIUM (Fixing) |
1,650.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VU89DV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PALLADIUM (Fixing) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,650.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-04 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
51.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.32 |
Parity: |
-5.74 |
Time value: |
0.18 |
Break-even: |
1,537.49 |
Moneyness: |
0.62 |
Premium: |
0.63 |
Premium p.a.: |
1.30 |
Spread abs.: |
0.05 |
Spread %: |
34.81% |
Delta: |
0.13 |
Theta: |
-0.17 |
Omega: |
6.67 |
Rho: |
0.60 |
Quote data
Open: |
0.115 |
High: |
0.115 |
Low: |
0.115 |
Previous Close: |
0.131 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+94.92% |
1 Month |
|
|
-6.50% |
3 Months |
|
|
+12.75% |
YTD |
|
|
-76.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.131 |
0.059 |
1M High / 1M Low: |
0.131 |
0.045 |
6M High / 6M Low: |
0.790 |
0.041 |
High (YTD): |
2024-01-02 |
0.390 |
Low (YTD): |
2024-02-13 |
0.041 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.212 |
Avg. volume 6M: |
|
80.645 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
432.78% |
Volatility 6M: |
|
382.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |