BVT Call 16 DBK 20.12.2024
/ DE000VD12UG5
BVT Call 16 DBK 20.12.2024/ DE000VD12UG5 /
| 6/13/2024 1:53:03 PM |
Chg.-0.020 |
Bid3:46:32 PM |
Ask3:46:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
0.300
Bid Size: 65,000 |
0.310
Ask Size: 65,000 |
DEUTSCHE BANK AG NA ... |
16.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
VD12UG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
41.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.26 |
| Parity: |
-1.04 |
| Time value: |
0.36 |
| Break-even: |
16.36 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.35 |
| Theta: |
0.00 |
| Omega: |
14.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-21.95% |
| 3 Months |
|
|
+40.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.440 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
