BVT Call 14 AOMD 21.06.2024
/ DE000VM3TY51
BVT Call 14 AOMD 21.06.2024/ DE000VM3TY51 /
| 2024-05-27 8:47:03 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
14.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TY5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
2.57 |
| Historic volatility: |
0.55 |
| Parity: |
0.40 |
| Time value: |
0.21 |
| Break-even: |
20.10 |
| Moneyness: |
1.29 |
| Premium: |
0.12 |
| Premium p.a.: |
6.57 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
2.25 |
| Rho: |
0.00 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+86.36% |
| 3 Months |
|
|
+540.63% |
| YTD |
|
|
+345.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.152 |
| 6M High / 6M Low: |
0.490 |
0.038 |
| High (YTD): |
2024-05-15 |
0.490 |
| Low (YTD): |
2024-03-06 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
536.38% |
| Volatility 6M: |
|
311.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
