BVT Call 14 XCA 20.09.2024
/ DE000VM5CFG9
BVT Call 14 XCA 20.09.2024/ DE000VM5CFG9 /
| 2024-05-23 8:09:50 AM |
Chg.0.00 |
Bid9:34:21 AM |
Ask9:34:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
0.00% |
1.79
Bid Size: 20,000 |
1.80
Ask Size: 20,000 |
CREDIT AGRICOLE INH.... |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM5CFG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
1.72 |
| Time value: |
0.26 |
| Break-even: |
15.97 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.11 |
| Spread %: |
5.91% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
7.17 |
| Rho: |
0.04 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.86% |
| 1 Month |
|
|
+156.16% |
| 3 Months |
|
|
+1146.67% |
| YTD |
|
|
+345.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.67 |
| 1M High / 1M Low: |
1.98 |
0.73 |
| 6M High / 6M Low: |
1.98 |
0.12 |
| High (YTD): |
2024-05-21 |
1.98 |
| Low (YTD): |
2024-02-20 |
0.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.82% |
| Volatility 6M: |
|
201.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
