BVT Call 18.5 AOMD 20.09.2024
/ DE000VM454Q5
BVT Call 18.5 AOMD 20.09.2024/ DE000VM454Q5 /
2024-05-17 10:20:38 AM |
Chg.-0.014 |
Bid10:43:11 AM |
Ask10:43:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.162EUR |
-7.95% |
0.161 Bid Size: 213,000 |
0.171 Ask Size: 213,000 |
ALSTOM S.A. INH. ... |
18.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
VM454Q |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-07 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.54 |
Parity: |
-0.03 |
Time value: |
0.19 |
Break-even: |
20.38 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
5.62% |
Delta: |
0.55 |
Theta: |
-0.01 |
Omega: |
5.34 |
Rho: |
0.03 |
Quote data
Open: |
0.162 |
High: |
0.162 |
Low: |
0.162 |
Previous Close: |
0.176 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+30.65% |
1 Month |
|
|
+134.78% |
3 Months |
|
|
+752.63% |
YTD |
|
|
+189.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.176 |
0.124 |
1M High / 1M Low: |
0.176 |
0.067 |
6M High / 6M Low: |
0.176 |
0.013 |
High (YTD): |
2024-05-16 |
0.176 |
Low (YTD): |
2024-03-05 |
0.013 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.052 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.32% |
Volatility 6M: |
|
323.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |