BVT Call 16.5 AOMD 20.09.2024
/ DE000VM3TY02
BVT Call 16.5 AOMD 20.09.2024/ DE000VM3TY02 /
| 2024-05-24 8:02:14 PM |
Chg.+0.050 |
Bid10:23:04 AM |
Ask10:23:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+17.24% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
16.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM3TY0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.55 |
| Parity: |
0.15 |
| Time value: |
0.22 |
| Break-even: |
20.20 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
3.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+142.86% |
| 3 Months |
|
|
+794.74% |
| YTD |
|
|
+295.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.340 |
0.140 |
| 6M High / 6M Low: |
0.340 |
0.030 |
| High (YTD): |
2024-05-24 |
0.340 |
| Low (YTD): |
2024-03-05 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.098 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.94% |
| Volatility 6M: |
|
253.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
