BVT Call 12.5 XCA 20.09.2024
/ DE000VM3ALK8
BVT Call 12.5 XCA 20.09.2024/ DE000VM3ALK8 /
2024-05-23 8:28:08 AM |
Chg.-0.01 |
Bid10:34:47 AM |
Ask10:34:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.35EUR |
-0.30% |
3.23 Bid Size: 20,000 |
3.24 Ask Size: 20,000 |
CREDIT AGRICOLE INH.... |
12.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
VM3ALK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-04 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.38 |
Intrinsic value: |
3.22 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
3.22 |
Time value: |
0.26 |
Break-even: |
15.97 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.11 |
Spread %: |
3.27% |
Delta: |
0.93 |
Theta: |
0.00 |
Omega: |
4.19 |
Rho: |
0.04 |
Quote data
Open: |
3.35 |
High: |
3.35 |
Low: |
3.35 |
Previous Close: |
3.36 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.04% |
1 Month |
|
|
+70.05% |
3 Months |
|
|
+423.44% |
YTD |
|
|
+199.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.49 |
3.16 |
1M High / 1M Low: |
3.49 |
1.97 |
6M High / 6M Low: |
3.49 |
0.49 |
High (YTD): |
2024-05-21 |
3.49 |
Low (YTD): |
2024-02-19 |
0.49 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.32% |
Volatility 6M: |
|
138.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |