BVT Call 3500 MSTR 20.12.2024
/ DE000VD3ASF4
BVT Call 3500 MSTR 20.12.2024/ DE000VD3ASF4 /
| 03/06/2024 08:43:17 |
Chg.+0.01 |
Bid11:05:29 |
Ask11:05:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+0.52% |
1.97
Bid Size: 12,000 |
2.06
Ask Size: 12,000 |
MicroStrategy Inc |
3,500.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3ASF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MicroStrategy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.83 |
| Parity: |
-18.20 |
| Time value: |
1.83 |
| Break-even: |
3,408.03 |
| Moneyness: |
0.44 |
| Premium: |
1.43 |
| Premium p.a.: |
4.04 |
| Spread abs.: |
0.05 |
| Spread %: |
2.81% |
| Delta: |
0.33 |
| Theta: |
-1.18 |
| Omega: |
2.54 |
| Rho: |
1.54 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.08% |
| 1 Month |
|
|
+116.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
1.94 |
| 1M High / 1M Low: |
2.99 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
