BVT Call 15 AOMD 20.09.2024
/ DE000VM52X90
BVT Call 15 AOMD 20.09.2024/ DE000VM52X90 /
| 2024-05-24 8:02:11 PM |
Chg.+0.580 |
Bid10:23:17 AM |
Ask10:23:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.640EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
15.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM52X9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.55 |
| Parity: |
2.98 |
| Time value: |
1.97 |
| Break-even: |
19.95 |
| Moneyness: |
1.20 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.18 |
| Spread %: |
3.77% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
2.68 |
| Rho: |
0.02 |
Quote data
| Open: |
4.450 |
| High: |
4.640 |
| Low: |
4.400 |
| Previous Close: |
4.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+106.22% |
| 3 Months |
|
|
+553.52% |
| YTD |
|
|
+271.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.640 |
2.250 |
| 6M High / 6M Low: |
4.640 |
0.590 |
| High (YTD): |
2024-05-24 |
4.640 |
| Low (YTD): |
2024-03-05 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.59% |
| Volatility 6M: |
|
200.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
