BVT Call 15 AOMD 20.09.2024
/ DE000VM3TYY2
BVT Call 15 AOMD 20.09.2024/ DE000VM3TYY2 /
| 2024-05-27 10:20:49 AM |
Chg.+0.060 |
Bid10:23:10 AM |
Ask10:23:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+13.04% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
15.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM3TYY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.55 |
| Parity: |
0.23 |
| Time value: |
0.32 |
| Break-even: |
20.50 |
| Moneyness: |
1.15 |
| Premium: |
0.18 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
2.24 |
| Rho: |
0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+136.36% |
| 3 Months |
|
|
+900.00% |
| YTD |
|
|
+344.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.520 |
0.218 |
| 6M High / 6M Low: |
0.520 |
0.052 |
| High (YTD): |
2024-05-27 |
0.520 |
| Low (YTD): |
2024-03-05 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.77% |
| Volatility 6M: |
|
215.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
