BVT Knock-Out META 21.06.2024
/ DE000VD44ZV6
BVT Knock-Out META 21.06.2024/ DE000VD44ZV6 /
| 6/3/2024 1:52:47 PM |
Chg.+0.780 |
Bid2:08:45 PM |
Ask2:08:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.210EUR |
+17.61% |
5.190
Bid Size: 10,000 |
5.220
Ask Size: 10,000 |
Meta Platforms |
415.50 USD |
6/21/2024 |
Call |
Master data
| Issuer: |
Bank Vontobel AG |
| WKN: |
VD44ZV |
| Currency: |
EUR |
| Underlying: |
Meta Platforms |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
415.50 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.47 |
| Knock-out: |
415.50 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
47.2237 |
| Distance to knock-out %: |
10.98% |
| Distance to strike price: |
47.2237 |
| Distance to strike price %: |
10.98% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.190 |
| High: |
5.210 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.99% |
| 1 Month |
|
|
+35.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.990 |
4.430 |
| 1M High / 1M Low: |
6.190 |
3.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
