BVT Call 18.5 AOMD 20.09.2024
/ DE000VM454Q5
BVT Call 18.5 AOMD 20.09.2024/ DE000VM454Q5 /
| 2024-05-16 8:17:35 AM |
Chg.-0.028 |
Bid3:11:16 PM |
Ask3:11:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.172EUR |
-14.00% |
0.187
Bid Size: 220,000 |
0.197
Ask Size: 220,000 |
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: |
10.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.54 |
| Parity: |
-0.05 |
| Time value: |
0.17 |
| Break-even: |
20.23 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
6.14% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
5.50 |
| Rho: |
0.03 |
Quote data
| Open: |
0.172 |
| High: |
0.172 |
| Low: |
0.172 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.88% |
| 1 Month |
|
|
+132.43% |
| 3 Months |
|
|
+760.00% |
| YTD |
|
|
+196.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.105 |
| 1M High / 1M Low: |
0.200 |
0.058 |
| 6M High / 6M Low: |
0.200 |
0.015 |
| High (YTD): |
2024-05-15 |
0.200 |
| Low (YTD): |
2024-03-06 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.050 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.25% |
| Volatility 6M: |
|
325.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
