BVT Call 15.5 CAR 21.06.2024
/ DE000VM36XC8
BVT Call 15.5 CAR 21.06.2024/ DE000VM36XC8 /
| 2024-06-07 8:44:57 AM |
Chg.-0.042 |
Bid10:30:03 AM |
Ask10:30:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
-28.57% |
0.075
Bid Size: 42,000 |
0.090
Ask Size: 42,000 |
CARREFOUR S.A. INH.E... |
15.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM36XC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
102.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.57 |
| Time value: |
0.15 |
| Break-even: |
15.65 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.04 |
| Spread %: |
36.45% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
28.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.105 |
| Previous Close: |
0.147 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-80.19% |
| 3 Months |
|
|
-88.07% |
| YTD |
|
|
-94.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.147 |
| 1M High / 1M Low: |
1.500 |
0.147 |
| 6M High / 6M Low: |
2.510 |
0.147 |
| High (YTD): |
2024-01-04 |
2.020 |
| Low (YTD): |
2024-06-06 |
0.147 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
540.29% |
| Volatility 6M: |
|
296.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
