BVT Call 14 AOMD 20.09.2024
/ DE000VM52X58
BVT Call 14 AOMD 20.09.2024/ DE000VM52X58 /
| 2024-05-16 8:24:45 AM |
Chg.-0.36 |
Bid3:09:37 PM |
Ask3:09:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
-6.70% |
5.22
Bid Size: 13,000 |
5.25
Ask Size: 13,000 |
ALSTOM S.A. INH. ... |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM52X5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
3.99 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.54 |
| Parity: |
3.99 |
| Time value: |
1.02 |
| Break-even: |
19.01 |
| Moneyness: |
1.29 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.17 |
| Spread %: |
3.51% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
2.92 |
| Rho: |
0.03 |
Quote data
| Open: |
5.01 |
| High: |
5.01 |
| Low: |
5.01 |
| Previous Close: |
5.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.84% |
| 1 Month |
|
|
+118.78% |
| 3 Months |
|
|
+456.67% |
| YTD |
|
|
+215.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.37 |
3.72 |
| 1M High / 1M Low: |
5.37 |
2.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-15 |
5.37 |
| Low (YTD): |
2024-02-20 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
