BVT Call 820 COST 21.06.2024
/ DE000VD0YHE6
BVT Call 820 COST 21.06.2024/ DE000VD0YHE6 /
| 06/06/2024 08:56:59 |
Chg.+0.28 |
Bid09:17:34 |
Ask09:17:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
+14.66% |
2.20
Bid Size: 3,000 |
2.35
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: |
40.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.68 |
| Time value: |
1.18 |
| Break-even: |
772.16 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
1.64% |
| Delta: |
0.60 |
| Theta: |
-0.48 |
| Omega: |
24.44 |
| Rho: |
0.19 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
1.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.86% |
| 1 Month |
|
|
+291.07% |
| 3 Months |
|
|
-0.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.18 |
| 1M High / 1M Low: |
2.04 |
0.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
