BVT Call 50 PAH3 17.05.2024
/ DE000VD1CZA0
BVT Call 50 PAH3 17.05.2024/ DE000VD1CZA0 /
| 2024-05-06 5:08:16 PM |
Chg.+0.012 |
Bid6:16:42 PM |
Ask6:16:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
+18.75% |
0.075
Bid Size: 10,000 |
0.090
Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
50.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD1CZA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
56.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
-0.13 |
| Time value: |
0.09 |
| Break-even: |
50.87 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
3.16 |
| Spread abs.: |
0.02 |
| Spread %: |
26.09% |
| Delta: |
0.38 |
| Theta: |
-0.06 |
| Omega: |
21.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.067 |
| High: |
0.089 |
| Low: |
0.067 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.42% |
| 1 Month |
|
|
-68.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.057 |
| 1M High / 1M Low: |
0.290 |
0.057 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
