BVT Call 11 AOMD 21.06.2024
/ DE000VM57UH9
BVT Call 11 AOMD 21.06.2024/ DE000VM57UH9 /
| 2024-05-27 10:18:19 AM |
Chg.+0.650 |
Bid10:23:14 AM |
Ask10:23:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.680EUR |
+8.09% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
11.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM57UH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.01 |
| Intrinsic value: |
6.99 |
| Implied volatility: |
3.66 |
| Historic volatility: |
0.55 |
| Parity: |
6.99 |
| Time value: |
2.03 |
| Break-even: |
20.02 |
| Moneyness: |
1.64 |
| Premium: |
0.11 |
| Premium p.a.: |
6.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.33% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
1.68 |
| Rho: |
0.00 |
Quote data
| Open: |
8.680 |
| High: |
8.680 |
| Low: |
8.680 |
| Previous Close: |
8.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.09% |
| 1 Month |
|
|
+74.30% |
| 3 Months |
|
|
+294.55% |
| YTD |
|
|
+228.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.680 |
8.680 |
| 1M High / 1M Low: |
8.680 |
4.920 |
| 6M High / 6M Low: |
8.680 |
1.560 |
| High (YTD): |
2024-05-27 |
8.680 |
| Low (YTD): |
2024-02-13 |
1.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.758 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.252 |
| Avg. volume 6M: |
|
2.500 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.95% |
| Volatility 6M: |
|
169.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
