BVT Call 155 CVX 20.12.2024
/ DE000VD4BC71
BVT Call 155 CVX 20.12.2024/ DE000VD4BC71 /
| 26/09/2024 08:42:03 |
Chg.-0.088 |
Bid16:28:57 |
Ask16:28:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
-30.34% |
0.205
Bid Size: 33,000 |
0.215
Ask Size: 33,000 |
Chevron Corporation |
155.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4BC7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.99 |
| Time value: |
0.23 |
| Break-even: |
141.55 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
4.59% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
16.08 |
| Rho: |
0.08 |
Quote data
| Open: |
0.202 |
| High: |
0.202 |
| Low: |
0.202 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.34% |
| 1 Month |
|
|
-51.90% |
| 3 Months |
|
|
-80.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.420 |
0.165 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
