BVT Call 14 XCA 20.09.2024
/ DE000VM5CFG9
BVT Call 14 XCA 20.09.2024/ DE000VM5CFG9 /
| 20/06/2024 08:10:11 |
Chg.-0.040 |
Bid12:22:03 |
Ask12:22:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-10.81% |
0.300
Bid Size: 48,000 |
0.310
Ask Size: 48,000 |
CREDIT AGRICOLE INH.... |
14.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM5CFG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
14/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.04 |
| Time value: |
0.36 |
| Break-even: |
14.36 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.04 |
| Spread %: |
12.50% |
| Delta: |
0.33 |
| Theta: |
0.00 |
| Omega: |
11.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.44% |
| 1 Month |
|
|
-83.16% |
| 3 Months |
|
|
+6.45% |
| YTD |
|
|
-21.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.370 |
| 1M High / 1M Low: |
1.980 |
0.370 |
| 6M High / 6M Low: |
1.980 |
0.123 |
| High (YTD): |
21/05/2024 |
1.980 |
| Low (YTD): |
20/02/2024 |
0.123 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.649 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.03% |
| Volatility 6M: |
|
214.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
