BVT Call 58 WMT 20.09.2024
/ DE000VD001M4
BVT Call 58 WMT 20.09.2024/ DE000VD001M4 /
| 2024-06-12 5:05:45 PM |
Chg.-0.030 |
Bid7:51:08 PM |
Ask7:51:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-3.41% |
0.850
Bid Size: 89,000 |
0.860
Ask Size: 89,000 |
Walmart Inc |
58.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD001M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.81 |
| Time value: |
0.11 |
| Break-even: |
63.20 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.94 |
| Rho: |
0.12 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.850 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.59% |
| 1 Month |
|
|
+88.89% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.820 |
| 1M High / 1M Low: |
0.950 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
