BVT Call 14 XCA 20.12.2024
/ DE000VM7HUC2
BVT Call 14 XCA 20.12.2024/ DE000VM7HUC2 /
| 2024-06-07 8:03:02 PM |
Chg.+0.020 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+1.35% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
14.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VM7HUC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.64 |
| Time value: |
0.93 |
| Break-even: |
15.57 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
5.37% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
6.25 |
| Rho: |
0.04 |
Quote data
| Open: |
1.460 |
| High: |
1.500 |
| Low: |
1.430 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-7.98% |
| 3 Months |
|
|
+354.55% |
| YTD |
|
|
+163.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.480 |
| 1M High / 1M Low: |
2.010 |
1.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
2.010 |
| Low (YTD): |
2024-02-19 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
