BVT Call 16.5 AOMD 21.06.2024
/ DE000VM3TY77
BVT Call 16.5 AOMD 21.06.2024/ DE000VM3TY77 /
| 2024-05-02 8:43:34 AM |
Chg.-0.019 |
Bid3:52:45 PM |
Ask3:52:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-22.35% |
0.101
Bid Size: 250,000 |
0.111
Ask Size: 250,000 |
ALSTOM S.A. INH. ... |
16.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TY7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.54 |
| Parity: |
-0.16 |
| Time value: |
0.08 |
| Break-even: |
17.29 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
2.00 |
| Spread abs.: |
0.01 |
| Spread %: |
14.49% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
7.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.03% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
+32.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.084 |
| 1M High / 1M Low: |
0.107 |
0.051 |
| 6M High / 6M Low: |
0.122 |
0.014 |
| High (YTD): |
2024-04-23 |
0.107 |
| Low (YTD): |
2024-03-12 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.93% |
| Volatility 6M: |
|
316.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
