BVT Call 98 CL 20.09.2024
/ DE000VD1SJT0
BVT Call 98 CL 20.09.2024/ DE000VD1SJT0 /
| 2024-05-20 7:51:04 PM |
Chg.+0.006 |
Bid9:51:05 AM |
Ask9:51:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
+3.19% |
0.207
Bid Size: 24,000 |
0.217
Ask Size: 24,000 |
Colgate Palmolive Co |
98.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD1SJT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.13 |
| Parity: |
-0.33 |
| Time value: |
0.21 |
| Break-even: |
92.38 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
4.90% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
16.52 |
| Rho: |
0.11 |
Quote data
| Open: |
0.195 |
| High: |
0.195 |
| Low: |
0.193 |
| Previous Close: |
0.188 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.00% |
| 1 Month |
|
|
+148.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.226 |
0.188 |
| 1M High / 1M Low: |
0.250 |
0.097 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
