BVT Call 60 PYPL 20.09.2024
/ DE000VD09R85
BVT Call 60 PYPL 20.09.2024/ DE000VD09R85 /
| 6/3/2024 1:40:16 PM |
Chg.+0.050 |
Bid7:04:30 PM |
Ask7:04:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+8.20% |
0.640
Bid Size: 105,000 |
-
Ask Size: - |
PayPal Holdings Inc |
60.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD09R8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
0.28 |
| Time value: |
0.33 |
| Break-even: |
61.39 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
-0.03 |
| Spread %: |
-4.69% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
6.28 |
| Rho: |
0.10 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.650 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
-34.65% |
| 3 Months |
|
|
-16.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.520 |
| 1M High / 1M Low: |
1.010 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
