BVT Call 14.5 AOMD 20.09.2024
/ DE000VM3TY28
BVT Call 14.5 AOMD 20.09.2024/ DE000VM3TY28 /
| 2024-05-16 8:47:50 AM |
Chg.-0.040 |
Bid8:00:12 PM |
Ask8:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.450
Bid Size: 13,000 |
0.470
Ask Size: 13,000 |
ALSTOM S.A. INH. ... |
14.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3TY2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.54 |
| Parity: |
0.35 |
| Time value: |
0.11 |
| Break-even: |
19.10 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.03 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+129.59% |
| 3 Months |
|
|
+533.80% |
| YTD |
|
|
+243.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.330 |
| 1M High / 1M Low: |
0.490 |
0.169 |
| 6M High / 6M Low: |
0.490 |
0.065 |
| High (YTD): |
2024-05-15 |
0.490 |
| Low (YTD): |
2024-03-06 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.14% |
| Volatility 6M: |
|
246.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
