BVT Call 11.5 AOMD 20.09.2024
/ DE000VM57UB2
BVT Call 11.5 AOMD 20.09.2024/ DE000VM57UB2 /
| 2024-05-24 8:04:01 PM |
Chg.+0.640 |
Bid10:23:14 AM |
Ask10:23:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.750EUR |
+9.00% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
11.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM57UB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.74 |
| Intrinsic value: |
6.49 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.55 |
| Parity: |
6.49 |
| Time value: |
1.60 |
| Break-even: |
19.59 |
| Moneyness: |
1.56 |
| Premium: |
0.09 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.20 |
| Spread %: |
2.53% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
1.88 |
| Rho: |
0.02 |
Quote data
| Open: |
7.510 |
| High: |
7.750 |
| Low: |
7.500 |
| Previous Close: |
7.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+82.35% |
| 3 Months |
|
|
+257.14% |
| YTD |
|
|
+168.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.750 |
4.810 |
| 6M High / 6M Low: |
7.750 |
1.600 |
| High (YTD): |
2024-05-24 |
7.750 |
| Low (YTD): |
2024-02-13 |
1.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.447 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.03% |
| Volatility 6M: |
|
164.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
