BVT Call 22 AOMD 21.06.2024
/ DE000VM2XEF7
BVT Call 22 AOMD 21.06.2024/ DE000VM2XEF7 /
2024-05-02 5:02:48 PM |
Chg.+0.001 |
Bid5:37:13 PM |
Ask5:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
+20.00% |
0.005 Bid Size: 39,000 |
0.020 Ask Size: 39,000 |
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: |
74.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.54 |
Parity: |
-0.71 |
Time value: |
0.02 |
Break-even: |
22.20 |
Moneyness: |
0.68 |
Premium: |
0.49 |
Premium p.a.: |
17.60 |
Spread abs.: |
0.02 |
Spread %: |
300.00% |
Delta: |
0.11 |
Theta: |
-0.01 |
Omega: |
8.21 |
Rho: |
0.00 |
Quote data
Open: |
0.006 |
High: |
0.007 |
Low: |
0.006 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
-53.85% |
YTD |
|
|
-14.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.007 |
0.005 |
1M High / 1M Low: |
0.009 |
0.003 |
6M High / 6M Low: |
0.034 |
0.001 |
High (YTD): |
2024-02-07 |
0.017 |
Low (YTD): |
2024-03-20 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.008 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
497.97% |
Volatility 6M: |
|
902.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |