BVT Call 12.5 XCA 20.09.2024
/ DE000VM3ALK8
BVT Call 12.5 XCA 20.09.2024/ DE000VM3ALK8 /
| 15/08/2024 08:29:36 |
Chg.-0.01 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-0.94% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
12.50 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
20/09/2024 |
| 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 |
|
|
+19.32% |
| 1 Month |
|
|
-18.60% |
| 3 Months |
|
|
-67.99% |
| YTD |
|
|
-6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.88 |
| 1M High / 1M Low: |
1.81 |
0.88 |
| 6M High / 6M Low: |
3.49 |
0.49 |
| High (YTD): |
21/05/2024 |
3.49 |
| Low (YTD): |
19/02/2024 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.53% |
| Volatility 6M: |
|
152.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
