BVT Call 88 NKE 17.05.2024
/ DE000VD3H943
BVT Call 88 NKE 17.05.2024/ DE000VD3H943 /
| 15/05/2024 08:49:05 |
Chg.+0.020 |
Bid20:44:04 |
Ask20:44:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+4.44% |
0.280
Bid Size: 51,000 |
0.290
Ask Size: 51,000 |
Nike Inc |
88.00 USD |
17/05/2024 |
Call |
Master data
| WKN: |
VD3H94 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Nike Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 USD |
| Maturity: |
17/05/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
17/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.25 |
| Parity: |
0.44 |
| Time value: |
0.02 |
| Break-even: |
85.98 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.91 |
| Theta: |
-0.15 |
| Omega: |
16.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.54% |
| 1 Month |
|
|
-9.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.330 |
| 1M High / 1M Low: |
0.750 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
