BVT Call 17 AOMD 20.09.2024
/ DE000VD2D7F3
BVT Call 17 AOMD 20.09.2024/ DE000VD2D7F3 /
| 2024-04-26 8:25:19 AM |
Chg.+0.04 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+3.17% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
17.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VD2D7F |
| 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: |
2024-03-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.53 |
| Parity: |
-1.96 |
| Time value: |
1.24 |
| Break-even: |
18.24 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.06 |
| Spread %: |
5.08% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
5.18 |
| Rho: |
0.02 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.99% |
| 1 Month |
|
|
+49.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.26 |
| 1M High / 1M Low: |
1.56 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
