BVT Call 160 TMUS 20.12.2024
/ DE000VD21P40
BVT Call 160 TMUS 20.12.2024/ DE000VD21P40 /
| 9/20/2024 8:48:17 AM |
Chg.+0.04 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
+1.06% |
-
Bid Size: - |
-
Ask Size: - |
T Mobile US Inc |
160.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD21P4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
T Mobile US Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.12 |
| Parity: |
3.53 |
| Time value: |
0.28 |
| Break-even: |
181.43 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.25 |
| Rho: |
0.31 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
3.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.71% |
| 1 Month |
|
|
+5.51% |
| 3 Months |
|
|
+60.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.42 |
3.79 |
| 1M High / 1M Low: |
4.42 |
3.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
