BVT Call 82 SCHW 21.06.2024
/ DE000VD4DF01
BVT Call 82 SCHW 21.06.2024/ DE000VD4DF01 /
| 2024-06-04 8:06:13 PM |
Chg.-0.002 |
Bid9:10:13 AM |
Ask9:10:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-40.00% |
0.003
Bid Size: 16,000 |
0.020
Ask Size: 16,000 |
Charles Schwab Corpo... |
82.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD4DF0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
330.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
-0.92 |
| Time value: |
0.02 |
| Break-even: |
75.56 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
19.71 |
| Spread abs.: |
0.02 |
| Spread %: |
566.67% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
26.00 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.003 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-95.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.005 |
0.003 |
| 1M High / 1M Low: |
0.116 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
623.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
