BVT Call 16 AOMD 20.09.2024
/ DE000VM52X41
BVT Call 16 AOMD 20.09.2024/ DE000VM52X41 /
| 2024-05-27 8:25:01 AM |
Chg.- |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
16.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM52X4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.55 |
| Parity: |
1.30 |
| Time value: |
3.31 |
| Break-even: |
20.61 |
| Moneyness: |
1.08 |
| Premium: |
0.19 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.03 |
| Spread %: |
0.66% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
2.52 |
| Rho: |
0.02 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
3.26 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+464.81% |
| YTD |
|
|
+190.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.74 |
1.36 |
| 6M High / 6M Low: |
3.74 |
0.45 |
| High (YTD): |
2024-05-15 |
3.74 |
| Low (YTD): |
2024-02-20 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
385.04% |
| Volatility 6M: |
|
228.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
