BVT Call 15 XCA 21.06.2024
/ DE000VM709Q2
BVT Call 15 XCA 21.06.2024/ DE000VM709Q2 /
| 5/22/2024 8:48:05 AM |
Chg.-0.110 |
Bid12:08:02 PM |
Ask12:08:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-11.22% |
0.880
Bid Size: 20,000 |
0.890
Ask Size: 20,000 |
CREDIT AGRICOLE INH.... |
15.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VM709Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.78 |
| Time value: |
0.21 |
| Break-even: |
15.98 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.11 |
| Spread %: |
12.64% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
12.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.75% |
| 1 Month |
|
|
+601.61% |
| 3 Months |
|
|
+3525.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.670 |
| 1M High / 1M Low: |
0.980 |
0.124 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
