BVT Call 26 FRE 17.05.2024
/ DE000VD1CY28
BVT Call 26 FRE 17.05.2024/ DE000VD1CY28 /
| 2024-05-02 1:45:40 PM |
Chg.+0.230 |
Bid4:35:41 PM |
Ask4:35:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
+10.50% |
2.420
Bid Size: 18,000 |
2.480
Ask Size: 18,000 |
FRESENIUS SE+CO.KGAA... |
26.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
VD1CY2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
1.97 |
| Time value: |
0.55 |
| Break-even: |
28.52 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.29 |
| Spread %: |
13.00% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
8.38 |
| Rho: |
0.01 |
Quote data
| Open: |
2.520 |
| High: |
2.520 |
| Low: |
2.420 |
| Previous Close: |
2.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
+393.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.650 |
| 1M High / 1M Low: |
2.190 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.895 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
