BVT Call 48 EBAY 24.05.2024/  DE000VD5JEP9  /

Frankfurt Zert./VONT
2024-05-17  7:51:55 PM Chg.-0.130 Bid9:56:51 PM Ask9:56:51 PM Underlying Strike price Expiration date Option type
0.310EUR -29.55% -
Bid Size: -
-
Ask Size: -
eBay Inc 48.00 USD 2024-05-24 Call
 

Master data

WKN: VD5JEP
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2024-05-24
Issue date: 2024-05-06
Last trading day: 2024-05-24
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.93
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 0.48
Historic volatility: 0.24
Parity: 0.32
Time value: 0.02
Break-even: 47.56
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.88
Theta: -0.05
Omega: 12.30
Rho: 0.01
 

Quote data

Open: 0.440
High: 0.450
Low: 0.310
Previous Close: 0.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.310
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -