BVT Call 19 AOMD 20.09.2024
/ DE000VD3RV14
BVT Call 19 AOMD 20.09.2024/ DE000VD3RV14 /
| 2024-05-17 8:47:38 AM |
Chg.+0.04 |
Bid10:54:16 AM |
Ask10:54:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+2.52% |
1.49
Bid Size: 22,000 |
1.52
Ask Size: 22,000 |
ALSTOM S.A. INH. ... |
19.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VD3RV1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.54 |
| Parity: |
-0.76 |
| Time value: |
1.72 |
| Break-even: |
20.72 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.09 |
| Spread %: |
5.52% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
5.43 |
| Rho: |
0.03 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.65% |
| 1 Month |
|
|
+167.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
0.99 |
| 1M High / 1M Low: |
1.80 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
432.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
