BVT Call 11.5 AOMD 20.09.2024
/ DE000VM4MZW6
BVT Call 11.5 AOMD 20.09.2024/ DE000VM4MZW6 /
| 2024-05-16 8:56:36 AM |
Chg.-0.030 |
Bid5:36:03 PM |
Ask5:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-4.00% |
0.720
Bid Size: 18,000 |
0.740
Ask Size: 18,000 |
ALSTOM S.A. INH. ... |
11.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM4MZW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.54 |
| Parity: |
0.65 |
| Time value: |
0.07 |
| Break-even: |
18.70 |
| Moneyness: |
1.56 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
2.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.03% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+293.44% |
| YTD |
|
|
+176.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.570 |
| 1M High / 1M Low: |
0.750 |
0.370 |
| 6M High / 6M Low: |
0.750 |
0.153 |
| High (YTD): |
2024-05-15 |
0.750 |
| Low (YTD): |
2024-02-14 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.19% |
| Volatility 6M: |
|
180.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
