BVT Call 98 CL 20.09.2024
/ DE000VD1SJT0
BVT Call 98 CL 20.09.2024/ DE000VD1SJT0 /
| 6/3/2024 10:21:26 AM |
Chg.+0.032 |
Bid11:30:09 AM |
Ask11:30:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.143EUR |
+28.83% |
0.144
Bid Size: 24,000 |
0.154
Ask Size: 24,000 |
Colgate Palmolive Co |
98.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD1SJT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/8/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
-0.46 |
| Time value: |
0.16 |
| Break-even: |
91.87 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
6.80% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
18.16 |
| Rho: |
0.08 |
Quote data
| Open: |
0.143 |
| High: |
0.143 |
| Low: |
0.143 |
| Previous Close: |
0.111 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.18% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.161 |
0.101 |
| 1M High / 1M Low: |
0.250 |
0.101 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
