BVT Call 11 AOMD 21.06.2024
/ DE000VM57UH9
BVT Call 11 AOMD 21.06.2024/ DE000VM57UH9 /
2024-05-27 8:38:08 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.06EUR |
- |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
11.00 - |
2024-06-21 |
Call |
Master data
WKN: |
VM57UH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-05-27 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.01 |
Intrinsic value: |
6.99 |
Implied volatility: |
3.86 |
Historic volatility: |
0.55 |
Parity: |
6.99 |
Time value: |
2.03 |
Break-even: |
20.02 |
Moneyness: |
1.64 |
Premium: |
0.11 |
Premium p.a.: |
7.74 |
Spread abs.: |
0.03 |
Spread %: |
0.33% |
Delta: |
0.84 |
Theta: |
-0.10 |
Omega: |
1.68 |
Rho: |
0.00 |
Quote data
Open: |
7.06 |
High: |
7.06 |
Low: |
7.06 |
Previous Close: |
7.35 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+36.82% |
3 Months |
|
|
+189.34% |
YTD |
|
|
+159.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.06 |
7.06 |
1M High / 1M Low: |
7.83 |
5.01 |
6M High / 6M Low: |
7.83 |
1.62 |
High (YTD): |
2024-05-15 |
7.83 |
Low (YTD): |
2024-02-20 |
1.62 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.43% |
Volatility 6M: |
|
155.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |