BVT Call 8.5 WBD 21.06.2024
/ DE000VD2UJW8
BVT Call 8.5 WBD 21.06.2024/ DE000VD2UJW8 /
| 2024-06-11 7:53:23 PM |
Chg.-0.009 |
Bid8:39:47 PM |
Ask8:39:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-6.47% |
0.123
Bid Size: 54,000 |
0.154
Ask Size: 54,000 |
Warner Brothers Disc... |
8.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD2UJW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.45 |
| Parity: |
-0.35 |
| Time value: |
0.17 |
| Break-even: |
8.06 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
10.34 |
| Spread abs.: |
0.03 |
| Spread %: |
22.96% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
15.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.132 |
| High: |
0.132 |
| Low: |
0.122 |
| Previous Close: |
0.139 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.48% |
| 1 Month |
|
|
-72.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.139 |
| 1M High / 1M Low: |
0.670 |
0.139 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
