BVT Call 24.5 VNA 17.05.2024
/ DE000VD2J883
BVT Call 24.5 VNA 17.05.2024/ DE000VD2J883 /
| 2024-05-09 1:56:09 PM |
Chg.-0.490 |
Bid3:30:58 PM |
Ask3:30:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.320EUR |
-12.86% |
3.220
Bid Size: 12,000 |
3.270
Ask Size: 12,000 |
VONOVIA SE NA O.N. |
24.50 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD2J88 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.50 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-05-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
1.51 |
| Historic volatility: |
0.37 |
| Parity: |
3.75 |
| Time value: |
0.94 |
| Break-even: |
29.19 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
3.45 |
| Spread abs.: |
0.91 |
| Spread %: |
24.07% |
| Delta: |
0.77 |
| Theta: |
-0.12 |
| Omega: |
4.67 |
| Rho: |
0.00 |
Quote data
| Open: |
3.090 |
| High: |
3.320 |
| Low: |
3.090 |
| Previous Close: |
3.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.85% |
| 1 Month |
|
|
+88.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.330 |
3.050 |
| 1M High / 1M Low: |
4.330 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
