BVT Call 19 AOMD 20.09.2024
/ DE000VD3RV14
BVT Call 19 AOMD 20.09.2024/ DE000VD3RV14 /
| 27/05/2024 10:22:40 |
Chg.+0.470 |
Bid10:23:14 |
Ask10:23:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.280EUR |
+25.97% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
19.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
VD3RV1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
27/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.55 |
| Parity: |
-1.30 |
| Time value: |
2.36 |
| Break-even: |
21.36 |
| Moneyness: |
0.93 |
| Premium: |
0.21 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.03 |
| Spread %: |
1.29% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
3.89 |
| Rho: |
0.02 |
Quote data
| Open: |
2.280 |
| High: |
2.280 |
| Low: |
2.280 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+132.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.280 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
