BVT Call 15.5 AOMD 20.09.2024
/ DE000VM52X25
BVT Call 15.5 AOMD 20.09.2024/ DE000VM52X25 /
| 2024-05-27 8:25:01 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.41EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
15.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM52X2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.55 |
| Parity: |
1.80 |
| Time value: |
2.73 |
| Break-even: |
20.03 |
| Moneyness: |
1.12 |
| Premium: |
0.16 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.17 |
| Spread %: |
3.90% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
2.63 |
| Rho: |
0.02 |
Quote data
| Open: |
3.41 |
| High: |
3.41 |
| Low: |
3.41 |
| Previous Close: |
3.64 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+60.09% |
| 3 Months |
|
|
+450.00% |
| YTD |
|
|
+193.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.13 |
2.01 |
| 6M High / 6M Low: |
4.13 |
0.53 |
| High (YTD): |
2024-05-15 |
4.13 |
| Low (YTD): |
2024-03-06 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.71% |
| Volatility 6M: |
|
202.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
