BVT Call 12 AOMD 21.06.2024
/ DE000VM34718
BVT Call 12 AOMD 21.06.2024/ DE000VM34718 /
| 2024-05-17 8:34:57 AM |
Chg.+0.010 |
Bid1:18:02 PM |
Ask1:18:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+1.56% |
0.630
Bid Size: 112,000 |
0.640
Ask Size: 112,000 |
ALSTOM S.A. INH. ... |
12.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM3471 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.54 |
| Parity: |
0.62 |
| Time value: |
0.05 |
| Break-even: |
18.70 |
| Moneyness: |
1.52 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
2.45 |
| Rho: |
0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.65% |
| 1 Month |
|
|
+124.14% |
| 3 Months |
|
|
+465.22% |
| YTD |
|
|
+225.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.490 |
| 1M High / 1M Low: |
0.680 |
0.290 |
| 6M High / 6M Low: |
0.680 |
0.102 |
| High (YTD): |
2024-05-15 |
0.680 |
| Low (YTD): |
2024-02-20 |
0.102 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.41% |
| Volatility 6M: |
|
227.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
