BVT Call 12.5 XCA 20.09.2024
/ DE000VM3ALK8
BVT Call 12.5 XCA 20.09.2024/ DE000VM3ALK8 /
| 8/15/2024 8:29:36 AM |
Chg.- |
Bid8:00:30 AM |
Ask8:00:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
- |
1.21
Bid Size: 5,000 |
1.26
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
12.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM3ALK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/4/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.81 |
| Time value: |
0.32 |
| Break-even: |
13.62 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.08 |
| Spread %: |
7.69% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
8.71 |
| Rho: |
0.01 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-67.39% |
| YTD |
|
|
-6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.98 |
| 1M High / 1M Low: |
1.81 |
0.88 |
| 6M High / 6M Low: |
3.49 |
0.49 |
| High (YTD): |
5/21/2024 |
3.49 |
| Low (YTD): |
2/19/2024 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.82% |
| Volatility 6M: |
|
152.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
