BVT Call 15 AOMD 20.09.2024
/ DE000VM52X90
BVT Call 15 AOMD 20.09.2024/ DE000VM52X90 /
| 2024-05-16 8:24:45 AM |
Chg.-0.35 |
Bid2:18:20 PM |
Ask2:18:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.18EUR |
-7.73% |
4.33
Bid Size: 14,000 |
4.36
Ask Size: 14,000 |
ALSTOM S.A. INH. ... |
15.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM52X9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.54 |
| Parity: |
2.99 |
| Time value: |
1.19 |
| Break-even: |
19.18 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.16 |
| Spread %: |
3.98% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.31 |
| Rho: |
0.03 |
Quote data
| Open: |
4.18 |
| High: |
4.18 |
| Low: |
4.18 |
| Previous Close: |
4.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.28% |
| 1 Month |
|
|
+137.50% |
| 3 Months |
|
|
+523.88% |
| YTD |
|
|
+224.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.53 |
2.97 |
| 1M High / 1M Low: |
4.53 |
1.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-15 |
4.53 |
| Low (YTD): |
2024-02-20 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
