BVT Call 45 CMCSA 20.09.2024
/ DE000VM7N2M4
BVT Call 45 CMCSA 20.09.2024/ DE000VM7N2M4 /
| 2024-06-21 8:47:23 AM |
Chg.+0.007 |
Bid9:16:33 PM |
Ask9:16:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
+53.85% |
0.026
Bid Size: 250,000 |
0.036
Ask Size: 250,000 |
Comcast Corporation |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N2M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
117.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-0.67 |
| Time value: |
0.03 |
| Break-even: |
42.33 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
15.38 |
| Rho: |
0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-52.38% |
| 3 Months |
|
|
-91.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.013 |
| 1M High / 1M Low: |
0.051 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
