BVT Call 12 AOMD 20.09.2024
/ DE000VM52WT1
BVT Call 12 AOMD 20.09.2024/ DE000VM52WT1 /
| 5/27/2024 8:25:01 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.34EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
12.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
VM52WT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
5/27/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.63 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
1.67 |
| Historic volatility: |
0.55 |
| Parity: |
5.30 |
| Time value: |
2.90 |
| Break-even: |
20.20 |
| Moneyness: |
1.44 |
| Premium: |
0.17 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.03 |
| Spread %: |
0.37% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
1.70 |
| Rho: |
0.02 |
Quote data
| Open: |
6.34 |
| High: |
6.34 |
| Low: |
6.34 |
| Previous Close: |
6.63 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+37.53% |
| 3 Months |
|
|
+258.19% |
| YTD |
|
|
+139.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.14 |
3.81 |
| 6M High / 6M Low: |
7.14 |
1.42 |
| High (YTD): |
5/15/2024 |
7.14 |
| Low (YTD): |
2/20/2024 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.76% |
| Volatility 6M: |
|
171.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
