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BVT Call 175 Consumer Discr. Sele.../  DE000VD4BEZ8  /

EUWAX
16/05/2024  08:43:16 Chg.-0.030 Bid17:21:29 Ask17:21:29 Underlying Strike price Expiration date Option type
0.390EUR -7.14% 0.370
Bid Size: 26,000		 0.390
Ask Size: 26,000		 - 175.00 USD 17/05/2024 Call
 

Master data

WKN: VD4BEZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 175.00 USD
Maturity: 17/05/2024
Issue date: 17/04/2024
Last trading day: 17/05/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.08
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.36
Implied volatility: 0.50
Historic volatility: 0.16
Parity: 0.36
Time value: 0.05
Break-even: 164.82
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 1.91
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.81
Theta: -0.60
Omega: 32.35
Rho: 0.00
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.360
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
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:   -