BVT Call 540 DPZ 20.12.2024
/ DE000VD3SS75
BVT Call 540 DPZ 20.12.2024/ DE000VD3SS75 /
| 2024-06-10 8:47:04 AM |
Chg.- |
Bid8:04:51 AM |
Ask8:04:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
- |
3.97
Bid Size: 1,000 |
4.17
Ask Size: 1,000 |
Dominos Pizza Inc |
540.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SS7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-5.08 |
| Time value: |
4.06 |
| Break-even: |
580.60 |
| Moneyness: |
0.91 |
| Premium: |
0.19 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.05 |
| Spread %: |
1.25% |
| Delta: |
0.45 |
| Theta: |
-0.16 |
| Omega: |
5.40 |
| Rho: |
0.94 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.06% |
| 1 Month |
|
|
-20.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.85 |
3.27 |
| 1M High / 1M Low: |
4.00 |
2.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
