BVT Call 160 CVX 20.12.2024
/ DE000VD3R0P0
BVT Call 160 CVX 20.12.2024/ DE000VD3R0P0 /
| 26/09/2024 14:00:28 |
Chg.-0.036 |
Bid14:14:56 |
Ask14:14:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-30.00% |
0.086
Bid Size: 14,000 |
0.096
Ask Size: 14,000 |
Chevron Corporation |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3R0P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
98.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.44 |
| Time value: |
0.13 |
| Break-even: |
145.08 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
8.20% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
18.37 |
| Rho: |
0.05 |
Quote data
| Open: |
0.125 |
| High: |
0.125 |
| Low: |
0.084 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.30% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-89.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.120 |
| 1M High / 1M Low: |
0.280 |
0.097 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.161 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
