BVT Call 15 AOMD 21.06.2024
/ DE000VM52XG6
BVT Call 15 AOMD 21.06.2024/ DE000VM52XG6 /
| 2024-05-27 10:20:31 AM |
Chg.+0.740 |
Bid10:23:15 AM |
Ask10:23:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.870EUR |
+17.92% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
15.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM52XG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
2.23 |
| Historic volatility: |
0.55 |
| Parity: |
2.99 |
| Time value: |
2.11 |
| Break-even: |
20.10 |
| Moneyness: |
1.20 |
| Premium: |
0.12 |
| Premium p.a.: |
6.57 |
| Spread abs.: |
0.03 |
| Spread %: |
0.59% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
2.58 |
| Rho: |
0.00 |
Quote data
| Open: |
4.870 |
| High: |
4.870 |
| Low: |
4.870 |
| Previous Close: |
4.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.92% |
| 1 Month |
|
|
+173.60% |
| 3 Months |
|
|
+836.54% |
| YTD |
|
|
+493.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.870 |
4.870 |
| 1M High / 1M Low: |
4.870 |
1.740 |
| 6M High / 6M Low: |
4.870 |
0.360 |
| High (YTD): |
2024-05-27 |
4.870 |
| Low (YTD): |
2024-03-05 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.04% |
| Volatility 6M: |
|
247.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
