BVT Call 75 SCHW 21.06.2024
/ DE000VD0LCV8
BVT Call 75 SCHW 21.06.2024/ DE000VD0LCV8 /
2024-05-16 8:18:20 AM |
Chg.+0.100 |
Bid3:58:13 PM |
Ask3:58:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+28.57% |
0.390 Bid Size: 35,000 |
0.410 Ask Size: 35,000 |
Charles Schwab Corpo... |
75.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VD0LCV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Charles Schwab Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
0.34 |
Time value: |
0.14 |
Break-even: |
73.68 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
0.73 |
Theta: |
-0.04 |
Omega: |
10.97 |
Rho: |
0.05 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.350 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+133.16% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.221 |
1M High / 1M Low: |
0.360 |
0.193 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.286 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.272 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |