BVT Call 25 LDO 20.06.2024
/ DE000VD2KA25
BVT Call 25 LDO 20.06.2024/ DE000VD2KA25 /
| 2024-05-31 8:48:43 AM |
Chg.+0.013 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
+12.04% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
25.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VD2KA2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-1.43 |
| Time value: |
0.28 |
| Break-even: |
25.28 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
2.84 |
| Spread abs.: |
0.06 |
| Spread %: |
29.63% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
21.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.121 |
| High: |
0.121 |
| Low: |
0.121 |
| Previous Close: |
0.108 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.79% |
| 1 Month |
|
|
-47.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.108 |
| 1M High / 1M Low: |
0.380 |
0.108 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
467.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
