BVT Call 240 ALV 17.05.2024
/ DE000VD1C153
BVT Call 240 ALV 17.05.2024/ DE000VD1C153 /
| 2024-05-15 7:47:19 PM |
Chg.-0.230 |
Bid10:05:08 AM |
Ask10:05:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.360EUR |
-8.88% |
2.760
Bid Size: 24,000 |
2.790
Ask Size: 24,000 |
ALLIANZ SE NA O.N. |
240.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD1C15 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
1.69 |
| Historic volatility: |
0.16 |
| Parity: |
2.33 |
| Time value: |
0.17 |
| Break-even: |
265.00 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
9.48 |
| Spread abs.: |
0.12 |
| Spread %: |
5.04% |
| Delta: |
0.86 |
| Theta: |
-2.57 |
| Omega: |
9.09 |
| Rho: |
0.01 |
Quote data
| Open: |
2.340 |
| High: |
2.390 |
| Low: |
2.340 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.07% |
| 1 Month |
|
|
+12.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.620 |
2.360 |
| 1M High / 1M Low: |
3.420 |
2.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
