BVT Call 820 COST 21.06.2024
/ DE000VD0YHE6
BVT Call 820 COST 21.06.2024/ DE000VD0YHE6 /
06/06/2024 10:23:16 |
Chg.+0.380 |
Bid12:43:41 |
Ask12:43:41 |
Underlying |
Strike price |
Expiration date |
Option type |
2.130EUR |
+21.71% |
2.290 Bid Size: 3,000 |
2.440 Ask Size: 3,000 |
Costco Wholesale Cor... |
820.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
VD0YHE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Costco Wholesale Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
820.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
26/02/2024 |
Last trading day: |
21/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.87 |
Intrinsic value: |
1.32 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
1.32 |
Time value: |
0.88 |
Break-even: |
776.10 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
1.38% |
Delta: |
0.67 |
Theta: |
-0.47 |
Omega: |
23.35 |
Rho: |
0.20 |
Quote data
Open: |
2.130 |
High: |
2.130 |
Low: |
2.130 |
Previous Close: |
1.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.36% |
1 Month |
|
|
+238.10% |
3 Months |
|
|
-20.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.350 |
0.680 |
1M High / 1M Low: |
2.350 |
0.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.429 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
461.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |