BVT Call 14 AOMD 20.09.2024
/ DE000VM3TYW6
BVT Call 14 AOMD 20.09.2024/ DE000VM3TYW6 /
2024-05-24 8:06:13 PM |
Chg.+0.060 |
Bid10:23:13 AM |
Ask10:23:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+12.50% |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
14.00 - |
2024-09-20 |
Call |
Master data
WKN: |
VM3TYW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-05-27 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.37 |
Implied volatility: |
1.08 |
Historic volatility: |
0.55 |
Parity: |
0.37 |
Time value: |
0.21 |
Break-even: |
19.80 |
Moneyness: |
1.26 |
Premium: |
0.12 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.02 |
Spread %: |
3.57% |
Delta: |
0.76 |
Theta: |
-0.02 |
Omega: |
2.33 |
Rho: |
0.02 |
Quote data
Open: |
0.520 |
High: |
0.540 |
Low: |
0.520 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+38.46% |
3 Months |
|
|
+493.41% |
YTD |
|
|
+269.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.540 |
0.360 |
6M High / 6M Low: |
0.540 |
0.072 |
High (YTD): |
2024-05-24 |
0.540 |
Low (YTD): |
2024-03-05 |
0.072 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.34% |
Volatility 6M: |
|
198.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |