BVT Call 240 AP3 20.12.2024
/ DE000VD3SS42
BVT Call 240 AP3 20.12.2024/ DE000VD3SS42 /
| 2024-05-31 8:03:13 PM |
Chg.+0.160 |
Bid8:17:27 AM |
Ask8:17:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.280EUR |
+5.13% |
3.590
Bid Size: 3,000 |
3.840
Ask Size: 3,000 |
AIR PROD. CHEM. ... |
240.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SS4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
0.58 |
| Time value: |
2.99 |
| Break-even: |
275.70 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.62 |
| Theta: |
-0.08 |
| Omega: |
4.25 |
| Rho: |
0.64 |
Quote data
| Open: |
3.180 |
| High: |
3.280 |
| Low: |
3.120 |
| Previous Close: |
3.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
+34.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.480 |
3.120 |
| 1M High / 1M Low: |
3.530 |
2.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
