BVT Call 18 AOMD 21.06.2024
/ DE000VM454D3
BVT Call 18 AOMD 21.06.2024/ DE000VM454D3 /
| 2024-05-17 8:17:42 AM |
Chg.+0.002 |
Bid2:31:02 PM |
Ask2:31:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.114EUR |
+1.79% |
0.104
Bid Size: 195,000 |
0.114
Ask Size: 195,000 |
ALSTOM S.A. INH. ... |
18.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM454D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.54 |
| Parity: |
0.02 |
| Time value: |
0.10 |
| Break-even: |
19.26 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
9.57% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
8.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.114 |
| High: |
0.114 |
| Low: |
0.114 |
| Previous Close: |
0.112 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+147.83% |
| 1 Month |
|
|
+225.71% |
| 3 Months |
|
|
+936.36% |
| YTD |
|
|
+245.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.142 |
0.046 |
| 1M High / 1M Low: |
0.142 |
0.033 |
| 6M High / 6M Low: |
0.142 |
0.005 |
| High (YTD): |
2024-05-15 |
0.142 |
| Low (YTD): |
2024-03-12 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.030 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
516.62% |
| Volatility 6M: |
|
485.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
