BVT Call 14.5 AOMD 20.09.2024
/ DE000VM52YG4
BVT Call 14.5 AOMD 20.09.2024/ DE000VM52YG4 /
| 5/27/2024 8:25:03 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.19EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
14.50 - |
9/20/2024 |
Call |
Master data
| WKN: |
VM52YG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
5/27/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.88 |
| Intrinsic value: |
4.20 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.55 |
| Parity: |
4.20 |
| Time value: |
1.18 |
| Break-even: |
19.88 |
| Moneyness: |
1.29 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.18 |
| Spread %: |
3.46% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
2.80 |
| Rho: |
0.03 |
Quote data
| Open: |
4.19 |
| High: |
4.19 |
| Low: |
4.19 |
| Previous Close: |
4.44 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
+70.33% |
| 3 Months |
|
|
+319.00% |
| YTD |
|
|
+193.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.19 |
4.19 |
| 1M High / 1M Low: |
4.95 |
2.06 |
| 6M High / 6M Low: |
4.95 |
0.71 |
| High (YTD): |
5/15/2024 |
4.95 |
| Low (YTD): |
2/20/2024 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.17% |
| Volatility 6M: |
|
190.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
