BVT Call 12.5 AOMD 21.06.2024
/ DE000VM52XZ6
BVT Call 12.5 AOMD 21.06.2024/ DE000VM52XZ6 /
2024-05-24 8:01:58 PM |
Chg.+0.670 |
Bid10:23:14 AM |
Ask10:23:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.570EUR |
+11.36% |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
12.50 - |
2024-06-21 |
Call |
Master data
WKN: |
VM52XZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-29 |
Last trading day: |
2024-05-27 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.52 |
Intrinsic value: |
5.49 |
Implied volatility: |
2.52 |
Historic volatility: |
0.55 |
Parity: |
5.49 |
Time value: |
1.43 |
Break-even: |
19.42 |
Moneyness: |
1.44 |
Premium: |
0.08 |
Premium p.a.: |
3.04 |
Spread abs.: |
0.20 |
Spread %: |
2.98% |
Delta: |
0.82 |
Theta: |
-0.07 |
Omega: |
2.13 |
Rho: |
0.00 |
Quote data
Open: |
6.310 |
High: |
6.570 |
Low: |
6.270 |
Previous Close: |
5.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+79.51% |
3 Months |
|
|
+429.84% |
YTD |
|
|
+281.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.570 |
3.600 |
6M High / 6M Low: |
6.570 |
0.890 |
High (YTD): |
2024-05-24 |
6.570 |
Low (YTD): |
2024-02-13 |
0.890 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.225 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.71% |
Volatility 6M: |
|
200.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |