BVT Call 230 MTX 17.05.2024
/ DE000VD1GBL9
BVT Call 230 MTX 17.05.2024/ DE000VD1GBL9 /
| 2024-05-08 11:09:35 AM |
Chg.+0.170 |
Bid12:04:57 PM |
Ask12:04:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+53.13% |
0.480
Bid Size: 18,000 |
0.500
Ask Size: 18,000 |
MTU AERO ENGINES NA ... |
230.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD1GBL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.08 |
| Time value: |
0.48 |
| Break-even: |
234.80 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.17 |
| Spread %: |
54.84% |
| Delta: |
0.49 |
| Theta: |
-0.29 |
| Omega: |
23.54 |
| Rho: |
0.03 |
Quote data
| Open: |
0.320 |
| High: |
0.490 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.51% |
| 1 Month |
|
|
-43.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.172 |
| 1M High / 1M Low: |
0.870 |
0.172 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.263 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
497.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
