BVT Call 14.5 AOMD 21.06.2024
/ DE000VM3TY69
BVT Call 14.5 AOMD 21.06.2024/ DE000VM3TY69 /
| 2024-05-02 4:41:30 PM |
Chg.+0.057 |
Bid5:44:40 PM |
Ask5:44:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.211EUR |
+37.01% |
0.200
Bid Size: 33,000 |
0.210
Ask Size: 33,000 |
ALSTOM S.A. INH. ... |
14.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TY6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.54 |
| Parity: |
0.04 |
| Time value: |
0.12 |
| Break-even: |
16.11 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
6.62% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
5.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.177 |
| High: |
0.211 |
| Low: |
0.177 |
| Previous Close: |
0.154 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.26% |
| 1 Month |
|
|
+90.09% |
| 3 Months |
|
|
+290.74% |
| YTD |
|
|
+148.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.186 |
0.154 |
| 1M High / 1M Low: |
0.213 |
0.109 |
| 6M High / 6M Low: |
0.213 |
0.032 |
| High (YTD): |
2024-04-22 |
0.213 |
| Low (YTD): |
2024-03-05 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.173 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.29% |
| Volatility 6M: |
|
275.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
