BVT Call 60 WMT 21.06.2024
/ DE000VD001Z6
BVT Call 60 WMT 21.06.2024/ DE000VD001Z6 /
| 2024-06-10 8:25:43 AM |
Chg.-0.050 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-7.14% |
0.650
Bid Size: 13,000 |
0.680
Ask Size: 13,000 |
Walmart Inc |
60.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD001Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
0.54 |
| Time value: |
0.03 |
| Break-even: |
61.25 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
9.76 |
| Rho: |
0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.04% |
| 1 Month |
|
|
+208.06% |
| 3 Months |
|
|
+160.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.550 |
| 1M High / 1M Low: |
0.700 |
0.157 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
569.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
