BVT Call 900 PLD 21.06.2024
/ DE000VM92U04
BVT Call 900 PLD 21.06.2024/ DE000VM92U04 /
| 2024-05-31 8:20:24 PM |
Chg.-0.230 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-34.33% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
900.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM92U0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
0.13 |
| Time value: |
0.34 |
| Break-even: |
876.61 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.05 |
| Spread %: |
11.90% |
| Delta: |
0.58 |
| Theta: |
-1.02 |
| Omega: |
10.42 |
| Rho: |
0.24 |
Quote data
| Open: |
0.630 |
| High: |
0.700 |
| Low: |
0.370 |
| Previous Close: |
0.670 |
| Turnover: |
114 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-56.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.440 |
| 1M High / 1M Low: |
1.320 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
60 |
| Avg. price 1M: |
|
0.934 |
| Avg. volume 1M: |
|
13.636 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
