BVT Call 1.005 EURCHF 20.09.2024
/ DE000VD3TMG5
BVT Call 1.005 EURCHF 20.09.2024/ DE000VD3TMG5 /
| 07/06/2024 15:04:07 |
Chg.-0.005 |
Bid15:58:27 |
Ask15:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-4.35% |
0.112
Bid Size: 60,000 |
0.122
Ask Size: 60,000 |
CROSSRATE EUR/CHF |
1.005 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
VD3TMG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.01 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
854.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.05 |
| Parity: |
-3.78 |
| Time value: |
0.12 |
| Break-even: |
1.04 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
9.35% |
| Delta: |
0.11 |
| Theta: |
0.00 |
| Omega: |
96.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.105 |
| High: |
0.110 |
| Low: |
0.103 |
| Previous Close: |
0.115 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.16% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.197 |
0.110 |
| 1M High / 1M Low: |
0.430 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
652.174 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
