BVT Call 8700 CAC 40 20.09.2024
/ DE000VM0KRT1
BVT Call 8700 CAC 40 20.09.2024/ DE000VM0KRT1 /
| 2024-06-10 9:08:53 AM |
Chg.-0.139 |
Bid5:02:34 PM |
Ask5:02:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
-53.46% |
0.130
Bid Size: 50,000 |
0.140
Ask Size: 50,000 |
- |
8,700.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM0KRT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8,700.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
362.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.11 |
| Parity: |
-6.98 |
| Time value: |
0.22 |
| Break-even: |
8,722.10 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
9.95% |
| Delta: |
0.10 |
| Theta: |
-0.49 |
| Omega: |
37.64 |
| Rho: |
2.27 |
Quote data
| Open: |
0.121 |
| High: |
0.121 |
| Low: |
0.121 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.79% |
| 1 Month |
|
|
-82.46% |
| 3 Months |
|
|
-85.06% |
| YTD |
|
|
-69.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.214 |
| 1M High / 1M Low: |
0.770 |
0.186 |
| 6M High / 6M Low: |
1.190 |
0.139 |
| High (YTD): |
2024-03-21 |
1.190 |
| Low (YTD): |
2024-01-17 |
0.139 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.76% |
| Volatility 6M: |
|
220.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
