BVT Call 32 RWE 17.05.2024
/ DE000VD36C22
BVT Call 32 RWE 17.05.2024/ DE000VD36C22 /
| 2024-05-15 8:05:47 PM |
Chg.+0.050 |
Bid9:33:39 AM |
Ask9:33:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+15.63% |
0.360
Bid Size: 58,000 |
0.370
Ask Size: 58,000 |
RWE AG INH O.N. |
32.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD36C2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.21 |
| Parity: |
0.30 |
| Time value: |
0.07 |
| Break-even: |
35.60 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
27.87 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
0.77 |
| Theta: |
-0.35 |
| Omega: |
7.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.400 |
| Low: |
0.330 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.27% |
| 1 Month |
|
|
+176.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.203 |
| 1M High / 1M Low: |
0.370 |
0.067 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.285 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
