BVT Call 260 ALV 20.09.2024
/ DE000VM3AQ86
BVT Call 260 ALV 20.09.2024/ DE000VM3AQ86 /
| 2024-05-31 8:31:00 AM |
Chg.+0.07 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+7.53% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
260.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3AQ8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
23.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.15 |
| Parity: |
0.83 |
| Time value: |
0.31 |
| Break-even: |
271.40 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
3.64% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
22.34 |
| Rho: |
0.74 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.36% |
| 1 Month |
|
|
+29.87% |
| 3 Months |
|
|
+117.39% |
| YTD |
|
|
+156.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.93 |
| 1M High / 1M Low: |
1.07 |
0.68 |
| 6M High / 6M Low: |
1.07 |
0.28 |
| High (YTD): |
2024-05-21 |
1.07 |
| Low (YTD): |
2024-02-27 |
0.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.87% |
| Volatility 6M: |
|
153.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
