BVT Call 68 WMT 20.09.2024
/ DE000VD1SJH5
BVT Call 68 WMT 20.09.2024/ DE000VD1SJH5 /
| 2024-06-12 8:59:45 AM |
Chg.-0.022 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
-10.05% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
68.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD1SJH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-0.12 |
| Time value: |
0.21 |
| Break-even: |
65.43 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.98% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
14.20 |
| Rho: |
0.08 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.197 |
| Previous Close: |
0.219 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.43% |
| 1 Month |
|
|
+181.43% |
| 3 Months |
|
|
+118.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.233 |
0.202 |
| 1M High / 1M Low: |
0.233 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
502.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
