BVT Call 20 AOMD 20.09.2024
/ DE000VD4QFP4
BVT Call 20 AOMD 20.09.2024/ DE000VD4QFP4 /
| 2024-05-16 8:15:01 AM |
Chg.-0.17 |
Bid3:30:31 PM |
Ask3:30:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-12.06% |
1.34
Bid Size: 22,000 |
1.37
Ask Size: 22,000 |
ALSTOM S.A. INH. ... |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VD4QFP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.54 |
| Parity: |
-2.01 |
| Time value: |
1.25 |
| Break-even: |
21.25 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.07 |
| Spread %: |
5.93% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
5.98 |
| Rho: |
0.02 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.09% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
0.76 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
