BVT Call 17 AOMD 20.09.2024
/ DE000VD2D7F3
BVT Call 17 AOMD 20.09.2024/ DE000VD2D7F3 /
| 5/14/2024 9:45:21 AM |
Chg.+0.55 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
+27.36% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
17.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VD2D7F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.54 |
| Parity: |
1.00 |
| Time value: |
1.74 |
| Break-even: |
19.74 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.13 |
| Spread %: |
4.98% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.27 |
| Rho: |
0.03 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.56% |
| 1 Month |
|
|
+82.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.41 |
| 1M High / 1M Low: |
2.01 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
