BVT Call 270 ALV 17.05.2024
/ DE000VD1XRS5
BVT Call 270 ALV 17.05.2024/ DE000VD1XRS5 /
2024-05-16 8:58:27 AM |
Chg.+0.005 |
Bid10:45:11 AM |
Ask10:45:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
+50.00% |
0.069 Bid Size: 46,000 |
0.081 Ask Size: 46,000 |
ALLIANZ SE NA O.N. |
270.00 EUR |
2024-05-17 |
Call |
Master data
WKN: |
VD1XRS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 EUR |
Maturity: |
2024-05-17 |
Issue date: |
2024-03-11 |
Last trading day: |
2024-05-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
658.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.16 |
Parity: |
-0.67 |
Time value: |
0.04 |
Break-even: |
270.40 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
110.53% |
Delta: |
0.14 |
Theta: |
-0.65 |
Omega: |
88.95 |
Rho: |
0.00 |
Quote data
Open: |
0.015 |
High: |
0.015 |
Low: |
0.015 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-91.71% |
1 Month |
|
|
-93.53% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.195 |
0.010 |
1M High / 1M Low: |
0.420 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.149 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
867.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |