BVT Call 11.5 XCA 20.09.2024
/ DE000VM3ALL6
BVT Call 11.5 XCA 20.09.2024/ DE000VM3ALL6 /
| 25/07/2024 08:29:25 |
Chg.-0.20 |
Bid20:43:26 |
Ask20:43:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.52EUR |
-7.35% |
2.61
Bid Size: 3,000 |
2.71
Ask Size: 3,000 |
CREDIT AGRICOLE INH.... |
11.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM3ALL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.19 |
| Parity: |
2.49 |
| Time value: |
0.22 |
| Break-even: |
14.20 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
3.85% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.59 |
| Rho: |
0.02 |
Quote data
| Open: |
2.52 |
| High: |
2.52 |
| Low: |
2.52 |
| Previous Close: |
2.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.79% |
| 1 Month |
|
|
+22.33% |
| 3 Months |
|
|
-19.75% |
| YTD |
|
|
+35.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.54 |
| 1M High / 1M Low: |
2.75 |
1.79 |
| 6M High / 6M Low: |
4.49 |
1.12 |
| High (YTD): |
21/05/2024 |
4.49 |
| Low (YTD): |
19/02/2024 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.11% |
| Volatility 6M: |
|
109.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
