BVT Call 620 NFLX 07.06.2024
/ DE000VD47X16
BVT Call 620 NFLX 07.06.2024/ DE000VD47X16 /
| 31/05/2024 08:16:46 |
Chg.-0.43 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-14.01% |
-
Bid Size: - |
-
Ask Size: - |
Netflix Inc |
620.00 USD |
07/06/2024 |
Call |
Master data
| WKN: |
VD47X1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 USD |
| Maturity: |
07/06/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
07/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
1.99 |
| Time value: |
0.35 |
| Break-even: |
594.91 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.79 |
| Theta: |
-0.67 |
| Omega: |
20.02 |
| Rho: |
0.07 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
3.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.55% |
| 1 Month |
|
|
+700.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.07 |
2.63 |
| 1M High / 1M Low: |
3.36 |
0.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
227.27 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
