BVT Call 740 BLK 20.09.2024
/ DE000VD4LKQ3
BVT Call 740 BLK 20.09.2024/ DE000VD4LKQ3 /
| 2024-05-31 8:58:40 AM |
Chg.+0.030 |
Bid2:05:58 PM |
Ask2:05:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.490
Bid Size: 17,000 |
0.510
Ask Size: 17,000 |
BlackRock Inc |
740.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD4LKQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
740.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.20 |
| Time value: |
0.30 |
| Break-even: |
733.20 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.65 |
| Theta: |
-0.19 |
| Omega: |
9.16 |
| Rho: |
1.25 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.62% |
| 1 Month |
|
|
-14.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.460 |
| 1M High / 1M Low: |
0.890 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
