BVT Call 11.8 CBK 17.05.2024
/ DE000VD1QG08
BVT Call 11.8 CBK 17.05.2024/ DE000VD1QG08 /
| 2024-05-03 2:01:46 PM |
Chg.-0.040 |
Bid2:23:41 PM |
Ask2:23:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
-1.79% |
2.190
Bid Size: 31,000 |
2.200
Ask Size: 31,000 |
COMMERZBANK AG |
11.80 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD1QG0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.80 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-05-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.29 |
| Parity: |
2.13 |
| Time value: |
0.23 |
| Break-even: |
14.15 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.11 |
| Spread %: |
4.91% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
5.04 |
| Rho: |
0.00 |
Quote data
| Open: |
2.300 |
| High: |
2.300 |
| Low: |
2.190 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.50% |
| 1 Month |
|
|
+31.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.420 |
2.080 |
| 1M High / 1M Low: |
2.420 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
