BVT Call 17.5 DBK 20.12.2024
/ DE000VD20A97
BVT Call 17.5 DBK 20.12.2024/ DE000VD20A97 /
13/06/2024 08:47:39 |
Chg.+0.002 |
Bid17:21:51 |
Ask17:21:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.222EUR |
+0.91% |
0.186 Bid Size: 65,000 |
0.196 Ask Size: 65,000 |
DEUTSCHE BANK AG NA ... |
17.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
28/03/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
62.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.26 |
Parity: |
-2.54 |
Time value: |
0.24 |
Break-even: |
17.74 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.02 |
Spread %: |
7.21% |
Delta: |
0.20 |
Theta: |
0.00 |
Omega: |
12.67 |
Rho: |
0.01 |
Quote data
Open: |
0.222 |
High: |
0.222 |
Low: |
0.222 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.50% |
1 Month |
|
|
-26.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.220 |
1M High / 1M Low: |
0.310 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.277 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |