BVT Call 85 P911 17.05.2024
/ DE000VD2BPD5
BVT Call 85 P911 17.05.2024/ DE000VD2BPD5 /
| 2024-05-03 7:55:31 PM |
Chg.-0.005 |
Bid9:58:07 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.131EUR |
-3.68% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AG VZ |
85.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD2BPD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
55.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.13 |
| Time value: |
0.15 |
| Break-even: |
86.50 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.02 |
| Spread %: |
17.19% |
| Delta: |
0.42 |
| Theta: |
-0.08 |
| Omega: |
23.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.148 |
| High: |
0.148 |
| Low: |
0.131 |
| Previous Close: |
0.136 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-78.87% |
| 1 Month |
|
|
-88.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.131 |
| 1M High / 1M Low: |
1.190 |
0.131 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.209 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
