BVT Call 11 XCA 20.09.2024
/ DE000VM4LJL5
BVT Call 11 XCA 20.09.2024/ DE000VM4LJL5 /
| 2024-07-25 8:48:58 AM |
Chg.-0.16 |
Bid1:02:26 PM |
Ask1:02:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
-5.02% |
2.84
Bid Size: 24,000 |
2.85
Ask Size: 24,000 |
CREDIT AGRICOLE INH.... |
11.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM4LJL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.19 |
| Parity: |
2.99 |
| Time value: |
0.20 |
| Break-even: |
14.18 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
3.25% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.01 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+19.76% |
| 3 Months |
|
|
-16.76% |
| YTD |
|
|
+32.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.25 |
3.03 |
| 1M High / 1M Low: |
3.25 |
2.17 |
| 6M High / 6M Low: |
4.98 |
1.52 |
| High (YTD): |
2024-05-21 |
4.98 |
| Low (YTD): |
2024-02-19 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.87% |
| Volatility 6M: |
|
98.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
