BVT Call 82 SCHW 20.12.2024
/ DE000VD3SAK4
BVT Call 82 SCHW 20.12.2024/ DE000VD3SAK4 /
| 2024-06-05 1:53:23 PM |
Chg.0.000 |
Bid4:17:51 PM |
Ask4:17:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
0.00% |
0.320
Bid Size: 60,000 |
0.340
Ask Size: 60,000 |
Charles Schwab Corpo... |
82.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SAK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-0.92 |
| Time value: |
0.29 |
| Break-even: |
78.26 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
7.81 |
| Rho: |
0.11 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-39.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.240 |
| 1M High / 1M Low: |
0.580 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
