BVT Call 11.5 AOMD 20.09.2024
/ DE000VM4MZW6
BVT Call 11.5 AOMD 20.09.2024/ DE000VM4MZW6 /
| 2024-05-27 8:56:12 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
11.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM4MZW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
1.49 |
| Historic volatility: |
0.55 |
| Parity: |
0.58 |
| Time value: |
0.22 |
| Break-even: |
19.50 |
| Moneyness: |
1.50 |
| Premium: |
0.13 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
1.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.00% |
| 3 Months |
|
|
+264.13% |
| YTD |
|
|
+157.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.750 |
0.380 |
| 6M High / 6M Low: |
0.750 |
0.153 |
| High (YTD): |
2024-05-15 |
0.750 |
| Low (YTD): |
2024-02-14 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.317 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.76% |
| Volatility 6M: |
|
180.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
