BVT Call 100 BMW 17.05.2024
/ DE000VD2Z7E0
BVT Call 100 BMW 17.05.2024/ DE000VD2Z7E0 /
| 2024-05-16 10:23:53 AM |
Chg.-0.281 |
Bid12:43:05 PM |
Ask12:37:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-96.90% |
0.010
Bid Size: 53,000 |
0.020
Ask Size: 53,000 |
BAY.MOTOREN WERKE AG... |
100.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD2Z7E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.21 |
| Parity: |
0.29 |
| Time value: |
0.07 |
| Break-even: |
103.60 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
10.88 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
0.75 |
| Theta: |
-0.73 |
| Omega: |
21.44 |
| Rho: |
0.00 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-95.85% |
| 1 Month |
|
|
-98.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.186 |
| 1M High / 1M Low: |
0.810 |
0.186 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.289 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
