BVT Call 12 AOMD 21.06.2024
/ DE000VM34718
BVT Call 12 AOMD 21.06.2024/ DE000VM34718 /
| 5/27/2024 8:34:23 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
12.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VM3471 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/18/2023 |
| Last trading day: |
5/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
3.87 |
| Historic volatility: |
0.55 |
| Parity: |
0.60 |
| Time value: |
0.20 |
| Break-even: |
20.00 |
| Moneyness: |
1.50 |
| Premium: |
0.11 |
| Premium p.a.: |
15.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
1.84 |
| Rho: |
0.00 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.24% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
+205.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.680 |
0.290 |
| 6M High / 6M Low: |
0.680 |
0.102 |
| High (YTD): |
5/15/2024 |
0.680 |
| Low (YTD): |
2/20/2024 |
0.102 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.21% |
| Volatility 6M: |
|
229.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
