BVT Call 14.5 XCA 21.06.2024
/ DE000VM67UY3
BVT Call 14.5 XCA 21.06.2024/ DE000VM67UY3 /
| 2024-06-06 8:13:42 AM |
Chg.- |
Bid8:04:22 AM |
Ask8:04:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
0.280
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
CREDIT AGRICOLE INH.... |
14.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM67UY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
39.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.11 |
| Time value: |
0.27 |
| Break-even: |
14.87 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.07 |
| Spread %: |
23.33% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
22.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.94% |
| 1 Month |
|
|
-64.86% |
| 3 Months |
|
|
+862.96% |
| YTD |
|
|
+25.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.260 |
| 1M High / 1M Low: |
1.480 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
1.480 |
| Low (YTD): |
2024-02-20 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
