BVT Call 12.5 XCA 20.09.2024
/ DE000VM3ALK8
BVT Call 12.5 XCA 20.09.2024/ DE000VM3ALK8 /
| 7/9/2024 7:43:04 PM |
Chg.-0.070 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-5.15% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
1.06 |
| Time value: |
0.40 |
| Break-even: |
13.96 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
5.80% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
7.00 |
| Rho: |
0.02 |
Quote data
| Open: |
1.230 |
| High: |
1.290 |
| Low: |
1.160 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.79% |
| 1 Month |
|
|
-47.35% |
| 3 Months |
|
|
-27.53% |
| YTD |
|
|
+17.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
0.950 |
| 1M High / 1M Low: |
1.940 |
0.930 |
| 6M High / 6M Low: |
3.490 |
0.520 |
| High (YTD): |
5/28/2024 |
3.490 |
| Low (YTD): |
2/16/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.17% |
| Volatility 6M: |
|
150.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
