BVT Call FRE/ DE000VD1CY28 /
| 5/17/2024 10:16:58 AM | Chg.-0.400 | Bid12:00:59 PM | Ask12:00:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.160EUR | -15.63% | - Bid Size: - |
- Ask Size: - |
FRESENIUS SE+CO.KGAA... | - - | 5/17/2024 | Call |
Master data
| WKN: | VD1CY2 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 5/17/2024 |
| Issue date: | 3/4/2024 |
| Last trading day: | 5/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.72 |
|---|---|
| Intrinsic value: | 2.72 |
| Implied volatility: | 2.56 |
| Historic volatility: | 0.24 |
| Parity: | 2.72 |
| Time value: | 0.49 |
| Break-even: | 29.21 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.50 |
| Spread %: | 18.45% |
| Delta: | 0.79 |
| Theta: | -0.56 |
| Omega: | 7.07 |
| Rho: | 0.00 |
Quote data
| Open: | 2.160 |
|---|---|
| High: | 2.160 |
| Low: | 2.160 |
| Previous Close: | 2.560 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -19.10% | ||
|---|---|---|---|
| 1 Month | +61.19% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.740 | 2.560 |
|---|---|---|
| 1M High / 1M Low: | 2.740 | 1.260 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.676 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.140 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 196.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
