BVT Call 195 CVX 20.12.2024
/ DE000VD3YFD6
BVT Call 195 CVX 20.12.2024/ DE000VD3YFD6 /
| 2024-05-24 8:53:25 AM |
Chg.-0.006 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.093EUR |
-6.06% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
195.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3YFD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
138.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-3.43 |
| Time value: |
0.11 |
| Break-even: |
180.82 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
10.53% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
15.11 |
| Rho: |
0.08 |
Quote data
| Open: |
0.093 |
| High: |
0.093 |
| Low: |
0.093 |
| Previous Close: |
0.099 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.38% |
| 1 Month |
|
|
-67.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.162 |
0.093 |
| 1M High / 1M Low: |
0.300 |
0.093 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
