BVT Call 7.8 WBD 21.06.2024
/ DE000VD5VSL3
BVT Call 7.8 WBD 21.06.2024/ DE000VD5VSL3 /
| 2024-06-03 8:43:46 AM |
Chg.+0.170 |
Bid5:47:58 PM |
Ask5:47:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+34.00% |
0.680
Bid Size: 36,000 |
0.720
Ask Size: 36,000 |
Warner Brothers Disc... |
7.80 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD5VSL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.80 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.46 |
| Parity: |
0.41 |
| Time value: |
0.23 |
| Break-even: |
7.83 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.04 |
| Spread %: |
6.67% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
8.16 |
| Rho: |
0.00 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+103.03% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.280 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| 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: |
|
- |
