BVT Call 63.33 WMT 20.09.2024
/ DE000VD0NMS9
BVT Call 63.33 WMT 20.09.2024/ DE000VD0NMS9 /
| 2024-06-12 8:39:39 AM |
Chg.-0.08 |
Bid7:57:37 PM |
Ask7:57:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-5.23% |
1.30
Bid Size: 35,000 |
1.31
Ask Size: 35,000 |
Walmart Inc |
63.33 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0NMS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.33 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.95 |
| Time value: |
0.52 |
| Break-even: |
63.87 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
9.32 |
| Rho: |
0.11 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.36% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
+113.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.47 |
| 1M High / 1M Low: |
1.60 |
0.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
