BVT Call 10.5 CBK 17.05.2024
/ DE000VD1GAS6
BVT Call 10.5 CBK 17.05.2024/ DE000VD1GAS6 /
| 2024-05-03 8:55:03 AM |
Chg.+0.28 |
Bid2:13:12 PM |
Ask2:13:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
+8.48% |
3.50
Bid Size: 30,000 |
3.51
Ask Size: 30,000 |
COMMERZBANK AG |
10.50 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD1GAS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-05-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.29 |
| Parity: |
3.43 |
| Time value: |
0.22 |
| Break-even: |
14.14 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.12 |
| Spread %: |
3.41% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.42 |
| Rho: |
0.00 |
Quote data
| Open: |
3.58 |
| High: |
3.58 |
| Low: |
3.58 |
| Previous Close: |
3.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.76% |
| 1 Month |
|
|
+55.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.72 |
3.30 |
| 1M High / 1M Low: |
3.72 |
2.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
