BVT Call 11.5 AOMD 21.06.2024
/ DE000VM57UC0
BVT Call 11.5 AOMD 21.06.2024/ DE000VM57UC0 /
| 2024-05-27 8:38:08 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.57EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
11.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM57UC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.54 |
| Implied volatility: |
7.37 |
| Historic volatility: |
0.55 |
| Parity: |
4.54 |
| Time value: |
3.37 |
| Break-even: |
19.40 |
| Moneyness: |
1.39 |
| Premium: |
0.21 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.20 |
| Spread %: |
2.60% |
| Delta: |
0.80 |
| Theta: |
-0.33 |
| Omega: |
1.62 |
| Rho: |
0.00 |
Quote data
| Open: |
6.57 |
| High: |
6.57 |
| Low: |
6.57 |
| Previous Close: |
6.85 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.37% |
| 3 Months |
|
|
+281.98% |
| YTD |
|
|
+176.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.33 |
6.57 |
| 6M High / 6M Low: |
7.33 |
1.32 |
| High (YTD): |
2024-05-15 |
7.33 |
| Low (YTD): |
2024-02-20 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.05% |
| Volatility 6M: |
|
168.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
