BVT Call 17.5 DBK 20.12.2024
/ DE000VD20A97
BVT Call 17.5 DBK 20.12.2024/ DE000VD20A97 /
| 6/14/2024 10:25:32 AM |
Chg.-0.020 |
Bid1:25:03 PM |
Ask1:25:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.172EUR |
-10.42% |
0.164
Bid Size: 66,000 |
0.174
Ask Size: 66,000 |
DEUTSCHE BANK AG NA ... |
17.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
VD20A9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
69.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.26 |
| Parity: |
-2.97 |
| Time value: |
0.21 |
| Break-even: |
17.71 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
8.25% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
12.13 |
| Rho: |
0.01 |
Quote data
| Open: |
0.172 |
| High: |
0.172 |
| Low: |
0.172 |
| Previous Close: |
0.192 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.20% |
| 1 Month |
|
|
-44.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.192 |
| 1M High / 1M Low: |
0.310 |
0.192 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
