BVT Call 14.5 AOMD 21.06.2024
/ DE000VM52YD1
BVT Call 14.5 AOMD 21.06.2024/ DE000VM52YD1 /
| 2024-05-24 8:01:59 PM |
Chg.+0.650 |
Bid10:23:14 AM |
Ask10:23:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.620EUR |
+16.37% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
14.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM52YD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
1.92 |
| Historic volatility: |
0.55 |
| Parity: |
3.49 |
| Time value: |
1.48 |
| Break-even: |
19.47 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
3.23 |
| Spread abs.: |
0.20 |
| Spread %: |
4.19% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
2.75 |
| Rho: |
0.00 |
Quote data
| Open: |
4.380 |
| High: |
4.620 |
| Low: |
4.330 |
| Previous Close: |
3.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+117.92% |
| 3 Months |
|
|
+645.16% |
| YTD |
|
|
+391.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.620 |
2.060 |
| 6M High / 6M Low: |
4.620 |
0.440 |
| High (YTD): |
2024-05-24 |
4.620 |
| Low (YTD): |
2024-03-05 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.35% |
| Volatility 6M: |
|
236.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
