BVT Call 18.5 AOMD 20.09.2024
/ DE000VD229D0
BVT Call 18.5 AOMD 20.09.2024/ DE000VD229D0 /
| 27/05/2024 08:55:06 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
18.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
VD229D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/04/2024 |
| Last trading day: |
27/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.55 |
| Parity: |
-0.51 |
| Time value: |
2.32 |
| Break-even: |
20.82 |
| Moneyness: |
0.97 |
| Premium: |
0.16 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.12 |
| Spread %: |
5.45% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
4.26 |
| Rho: |
0.02 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
+120.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.54 |
| 1M High / 1M Low: |
2.07 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
