BVT Call 17 AOMD 20.09.2024
/ DE000VM3TYX4
BVT Call 17 AOMD 20.09.2024/ DE000VM3TYX4 /
| 2024-05-15 8:48:59 AM |
Chg.+0.040 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+16.00% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
17.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3TYX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.54 |
| Parity: |
0.13 |
| Time value: |
0.17 |
| Break-even: |
20.00 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.11% |
| 1 Month |
|
|
+171.03% |
| 3 Months |
|
|
+806.25% |
| YTD |
|
|
+276.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.163 |
| 1M High / 1M Low: |
0.290 |
0.084 |
| 6M High / 6M Low: |
0.290 |
0.027 |
| High (YTD): |
2024-05-15 |
0.290 |
| Low (YTD): |
2024-03-06 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
470.19% |
| Volatility 6M: |
|
293.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
