BVT Call 11 AOMD 21.06.2024
/ DE000VM57UH9
BVT Call 11 AOMD 21.06.2024/ DE000VM57UH9 /
2024-05-24 7:48:30 PM |
Chg.+0.620 |
Bid9:58:18 PM |
Ask9:58:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.030EUR |
+8.37% |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
11.00 EUR |
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 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.73 |
Intrinsic value: |
7.70 |
Implied volatility: |
2.01 |
Historic volatility: |
0.54 |
Parity: |
7.70 |
Time value: |
0.70 |
Break-even: |
19.39 |
Moneyness: |
1.70 |
Premium: |
0.04 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.20 |
Spread %: |
2.44% |
Delta: |
0.89 |
Theta: |
-0.04 |
Omega: |
1.99 |
Rho: |
0.01 |
Quote data
Open: |
7.730 |
High: |
8.030 |
Low: |
7.730 |
Previous Close: |
7.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.96% |
1 Month |
|
|
+74.95% |
3 Months |
|
|
+364.16% |
YTD |
|
|
+204.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.030 |
7.370 |
1M High / 1M Low: |
8.030 |
4.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-24 |
8.030 |
Low (YTD): |
2024-02-13 |
1.560 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.329 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |