BVT Call 440 DPZ 21.06.2024
/ DE000VM48BA3
BVT Call 440 DPZ 21.06.2024/ DE000VM48BA3 /
| 2024-05-03 7:42:15 PM |
Chg.-0.380 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.320EUR |
-4.94% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
440.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM48BA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.35 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.24 |
| Parity: |
3.78 |
| Time value: |
3.53 |
| Break-even: |
513.10 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.05 |
| Spread %: |
0.69% |
| Delta: |
0.68 |
| Theta: |
-0.51 |
| Omega: |
4.41 |
| Rho: |
0.34 |
Quote data
| Open: |
7.520 |
| High: |
7.530 |
| Low: |
6.930 |
| Previous Close: |
7.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.08% |
| 1 Month |
|
|
+19.41% |
| 3 Months |
|
|
+191.63% |
| YTD |
|
|
+235.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.970 |
7.320 |
| 1M High / 1M Low: |
8.970 |
4.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
8.970 |
| Low (YTD): |
2024-01-08 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
