BVT Call 21 AOMD 20.12.2024
/ DE000VD3VTC5
BVT Call 21 AOMD 20.12.2024/ DE000VD3VTC5 /
2024-05-24 8:06:26 PM |
Chg.+0.280 |
Bid10:23:13 AM |
Ask10:23:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.560EUR |
+21.88% |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
21.00 - |
2024-12-20 |
Call |
Master data
WKN: |
VD3VTC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
21.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-11 |
Last trading day: |
2024-05-27 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.99 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.55 |
Parity: |
-3.01 |
Time value: |
1.71 |
Break-even: |
22.71 |
Moneyness: |
0.86 |
Premium: |
0.26 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.09 |
Spread %: |
5.56% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
4.51 |
Rho: |
0.03 |
Quote data
Open: |
1.390 |
High: |
1.560 |
Low: |
1.390 |
Previous Close: |
1.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+151.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.640 |
0.760 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.288 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
189.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |