BVT Call 15 XCA 21.06.2024
/ DE000VM709Q2
BVT Call 15 XCA 21.06.2024/ DE000VM709Q2 /
| 2024-05-15 8:47:35 AM |
Chg.+0.020 |
Bid8:00:48 PM |
Ask8:00:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+2.56% |
0.740
Bid Size: 4,000 |
0.840
Ask Size: 4,000 |
CREDIT AGRICOLE INH.... |
15.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM709Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.66 |
| Time value: |
0.22 |
| Break-even: |
15.87 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
12.99% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
13.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.86% |
| 1 Month |
|
|
+676.70% |
| 3 Months |
|
|
+6053.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.510 |
| 1M High / 1M Low: |
0.780 |
0.059 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
461.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
