BVT Call 22 AOMD 21.06.2024
/ DE000VM2XEF7
BVT Call 22 AOMD 21.06.2024/ DE000VM2XEF7 /
| 2024-05-17 8:43:10 AM |
Chg.-0.002 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-28.57% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
22.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM2XEF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
90.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.54 |
| Parity: |
-0.39 |
| Time value: |
0.02 |
| Break-even: |
22.20 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
8.03 |
| Spread abs.: |
0.01 |
| Spread %: |
150.00% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
12.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
-37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.004 |
| 1M High / 1M Low: |
0.014 |
0.002 |
| 6M High / 6M Low: |
0.018 |
0.001 |
| High (YTD): |
2024-02-12 |
0.016 |
| Low (YTD): |
2024-03-21 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.006 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
946.55% |
| Volatility 6M: |
|
925.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
