BVT Call 1700 PLD 20.12.2024
/ DE000VU89DR0
BVT Call 1700 PLD 20.12.2024/ DE000VU89DR0 /
03/06/2024 15:03:22 |
Chg.0.000 |
Bid03/06/2024 |
Ask03/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
0.00% |
0.004 Bid Size: 40,000 |
0.051 Ask Size: 40,000 |
PALLADIUM (Fixing) |
1,700.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VU89DR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PALLADIUM (Fixing) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,700.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
04/07/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
155.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.33 |
Parity: |
-7.24 |
Time value: |
0.05 |
Break-even: |
1,571.84 |
Moneyness: |
0.54 |
Premium: |
0.87 |
Premium p.a.: |
2.12 |
Spread abs.: |
0.05 |
Spread %: |
671.43% |
Delta: |
0.05 |
Theta: |
-0.08 |
Omega: |
8.04 |
Rho: |
0.21 |
Quote data
Open: |
0.001 |
High: |
0.004 |
Low: |
0.001 |
Previous Close: |
0.004 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-93.65% |
1 Month |
|
|
-87.88% |
3 Months |
|
|
-94.81% |
YTD |
|
|
-99.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.004 |
1M High / 1M Low: |
0.116 |
0.004 |
6M High / 6M Low: |
0.720 |
0.004 |
High (YTD): |
03/01/2024 |
0.340 |
Low (YTD): |
31/05/2024 |
0.004 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.054 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.155 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
648.83% |
Volatility 6M: |
|
458.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |