BVT Call 20 LDO 20.06.2024
/ DE000VD0W7K2
BVT Call 20 LDO 20.06.2024/ DE000VD0W7K2 /
| 2024-05-31 7:50:31 PM |
Chg.+0.490 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.880EUR |
+14.45% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
20.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VD0W7K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.57 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.27 |
| Parity: |
3.57 |
| Time value: |
0.61 |
| Break-even: |
24.18 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.29 |
| Spread %: |
7.46% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
4.58 |
| Rho: |
0.01 |
Quote data
| Open: |
3.640 |
| High: |
3.960 |
| Low: |
3.640 |
| Previous Close: |
3.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.19% |
| 1 Month |
|
|
+58.37% |
| 3 Months |
|
|
+122.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.880 |
3.270 |
| 1M High / 1M Low: |
3.880 |
2.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
