BVT Call 14 AOMD 21.06.2024
/ DE000VM52XF8
BVT Call 14 AOMD 21.06.2024/ DE000VM52XF8 /
| 2024-05-24 8:02:02 PM |
Chg.+0.670 |
Bid10:23:15 AM |
Ask10:23:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.110EUR |
+15.09% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
14.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM52XF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
3.99 |
| Implied volatility: |
2.06 |
| Historic volatility: |
0.55 |
| Parity: |
3.99 |
| Time value: |
1.46 |
| Break-even: |
19.45 |
| Moneyness: |
1.29 |
| Premium: |
0.08 |
| Premium p.a.: |
3.15 |
| Spread abs.: |
0.20 |
| Spread %: |
3.81% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
2.57 |
| Rho: |
0.00 |
Quote data
| Open: |
4.860 |
| High: |
5.110 |
| Low: |
4.810 |
| Previous Close: |
4.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+106.88% |
| 3 Months |
|
|
+600.00% |
| YTD |
|
|
+377.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.110 |
2.410 |
| 6M High / 6M Low: |
5.110 |
0.520 |
| High (YTD): |
2024-05-24 |
5.110 |
| Low (YTD): |
2024-02-13 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.09% |
| Volatility 6M: |
|
225.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
