BVT Call 19.5 AOMD 20.09.2024
/ DE000VD3VS88
BVT Call 19.5 AOMD 20.09.2024/ DE000VD3VS88 /
| 2024-05-27 8:53:32 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
19.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD3VS8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.55 |
| Parity: |
-1.51 |
| Time value: |
1.74 |
| Break-even: |
21.24 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.10 |
| Spread %: |
6.10% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
4.91 |
| Rho: |
0.02 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.03% |
| 1 Month |
|
|
+116.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.19 |
| 1M High / 1M Low: |
1.60 |
0.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
488.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
