BVT Call 15.5 XCA 20.12.2024
/ DE000VM7HUF5
BVT Call 15.5 XCA 20.12.2024/ DE000VM7HUF5 /
| 2024-06-07 8:03:33 PM |
Chg.+0.010 |
Bid9:35:01 PM |
Ask9:35:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+1.56% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
15.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VM7HUF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.86 |
| Time value: |
0.70 |
| Break-even: |
16.20 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
7.69% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
9.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.620 |
| High: |
0.650 |
| Low: |
0.610 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-2.99% |
| 3 Months |
|
|
+424.19% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.640 |
| 1M High / 1M Low: |
0.860 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
0.860 |
| Low (YTD): |
2024-02-19 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
