BVT Call 15.5 AOMD 21.06.2024
/ DE000VM3TY44
BVT Call 15.5 AOMD 21.06.2024/ DE000VM3TY44 /
| 24/05/2024 20:01:51 |
Chg.+0.070 |
Bid10:22:48 |
Ask10:22:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+24.14% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
15.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
VM3TY4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
27/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
1.92 |
| Historic volatility: |
0.55 |
| Parity: |
0.23 |
| Time value: |
0.16 |
| Break-even: |
19.40 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
6.90 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
3.25 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.360 |
| Low: |
0.330 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+144.90% |
| 3 Months |
|
|
+1141.38% |
| YTD |
|
|
+453.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.360 |
0.139 |
| 6M High / 6M Low: |
0.360 |
0.023 |
| High (YTD): |
24/05/2024 |
0.360 |
| Low (YTD): |
05/03/2024 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.087 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.89% |
| Volatility 6M: |
|
294.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
