BVT Call 540 DPZ 20.09.2024
/ DE000VD02VL4
BVT Call 540 DPZ 20.09.2024/ DE000VD02VL4 /
| 2024-06-11 2:00:56 PM |
Chg.+0.090 |
Bid4:45:21 PM |
Ask4:45:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
+3.83% |
2.410
Bid Size: 5,000 |
2.460
Ask Size: 5,000 |
Dominos Pizza Inc |
540.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD02VL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-5.08 |
| Time value: |
2.59 |
| Break-even: |
565.90 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.05 |
| Spread %: |
1.97% |
| Delta: |
0.39 |
| Theta: |
-0.22 |
| Omega: |
7.28 |
| Rho: |
0.45 |
Quote data
| Open: |
2.480 |
| High: |
2.480 |
| Low: |
2.440 |
| Previous Close: |
2.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.95% |
| 1 Month |
|
|
-2.40% |
| 3 Months |
|
|
+162.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
1.980 |
| 1M High / 1M Low: |
2.460 |
1.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
