BVT Call 16 AOMD 21.06.2024
/ DE000VM3TZA9
BVT Call 16 AOMD 21.06.2024/ DE000VM3TZA9 /
| 2024-05-27 8:47:03 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.219EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TZA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
1.49 |
| Historic volatility: |
0.55 |
| Parity: |
0.20 |
| Time value: |
0.15 |
| Break-even: |
19.50 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
3.35 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
3.58 |
| Rho: |
0.00 |
Quote data
| Open: |
0.219 |
| High: |
0.219 |
| Low: |
0.219 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.75% |
| 1 Month |
|
|
+170.37% |
| 3 Months |
|
|
+508.33% |
| YTD |
|
|
+284.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.219 |
0.219 |
| 1M High / 1M Low: |
0.300 |
0.071 |
| 6M High / 6M Low: |
0.300 |
0.018 |
| High (YTD): |
2024-05-15 |
0.300 |
| Low (YTD): |
2024-02-20 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
649.78% |
| Volatility 6M: |
|
364.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
