BVT Call 180 CVX 20.12.2024
/ DE000VD3R0R6
BVT Call 180 CVX 20.12.2024/ DE000VD3R0R6 /
25/09/2024 08:44:11 |
Chg.-0.003 |
Bid15:34:42 |
Ask15:34:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-18.75% |
0.013 Bid Size: 33,000 |
0.039 Ask Size: 33,000 |
Chevron Corporation |
180.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3R0R |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 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: |
329.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
-2.91 |
Time value: |
0.04 |
Break-even: |
161.24 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
1.36 |
Spread abs.: |
0.03 |
Spread %: |
185.71% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
20.24 |
Rho: |
0.02 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.016 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
-61.76% |
3 Months |
|
|
-95.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.019 |
0.014 |
1M High / 1M Low: |
0.038 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |