BVT Call 15.5 AOMD 21.06.2024
/ DE000VM67T73
BVT Call 15.5 AOMD 21.06.2024/ DE000VM67T73 /
| 2024-05-17 7:45:27 PM |
Chg.-0.110 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
-3.48% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
15.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM67T7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.54 |
| Parity: |
2.59 |
| Time value: |
0.63 |
| Break-even: |
18.71 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.18 |
| Spread %: |
5.94% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.43 |
| Rho: |
0.01 |
Quote data
| Open: |
2.980 |
| High: |
3.060 |
| Low: |
2.970 |
| Previous Close: |
3.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.03% |
| 1 Month |
|
|
+117.86% |
| 3 Months |
|
|
+682.05% |
| YTD |
|
|
+323.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.170 |
2.970 |
| 1M High / 1M Low: |
3.170 |
1.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-14 |
3.170 |
| Low (YTD): |
2024-03-05 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
