BVT Call 11 XCA 20.09.2024
/ DE000VM4LJL5
BVT Call 11 XCA 20.09.2024/ DE000VM4LJL5 /
| 7/15/2024 8:51:33 AM |
Chg.+0.02 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
+0.75% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
11.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
2.58 |
| Time value: |
0.25 |
| Break-even: |
13.82 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
3.30% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.24 |
| Rho: |
0.02 |
Quote data
| Open: |
2.70 |
| High: |
2.70 |
| Low: |
2.70 |
| Previous Close: |
2.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.57% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-1.82% |
| YTD |
|
|
+18.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.57 |
| 1M High / 1M Low: |
2.89 |
2.17 |
| 6M High / 6M Low: |
4.98 |
1.52 |
| High (YTD): |
5/21/2024 |
4.98 |
| Low (YTD): |
2/19/2024 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.61% |
| Volatility 6M: |
|
98.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
