BVT Call 11 XCA 20.09.2024
/ DE000VM4LJL5
BVT Call 11 XCA 20.09.2024/ DE000VM4LJL5 /
| 28/06/2024 08:48:52 |
Chg.-0.09 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
-3.88% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
11.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.19 |
| Parity: |
1.74 |
| Time value: |
0.56 |
| Break-even: |
13.30 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.16 |
| Spread %: |
7.48% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.29 |
| Rho: |
0.02 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.72% |
| 1 Month |
|
|
-44.94% |
| 3 Months |
|
|
-18.61% |
| YTD |
|
|
-2.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.22 |
| 1M High / 1M Low: |
4.21 |
2.22 |
| 6M High / 6M Low: |
4.98 |
1.52 |
| High (YTD): |
21/05/2024 |
4.98 |
| Low (YTD): |
19/02/2024 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.91% |
| Volatility 6M: |
|
91.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
