BVT Call 500 DPZ 21.06.2024
/ DE000VM9EN22
BVT Call 500 DPZ 21.06.2024/ DE000VM9EN22 /
| 2024-05-03 4:52:26 PM |
Chg.-0.600 |
Bid5:42:09 PM |
Ask5:42:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
-20.20% |
2.510
Bid Size: 4,000 |
2.560
Ask Size: 4,000 |
Dominos Pizza Inc |
500.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM9EN2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
-2.22 |
| Time value: |
2.67 |
| Break-even: |
526.70 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.05 |
| Spread %: |
1.91% |
| Delta: |
0.45 |
| Theta: |
-0.37 |
| Omega: |
8.04 |
| Rho: |
0.25 |
Quote data
| Open: |
2.800 |
| High: |
2.800 |
| Low: |
2.370 |
| Previous Close: |
2.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.42% |
| 1 Month |
|
|
-23.05% |
| 3 Months |
|
|
+163.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.030 |
2.560 |
| 1M High / 1M Low: |
4.030 |
1.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
