BVT Call 12.5 XCA 20.09.2024
/ DE000VM3ALK8
BVT Call 12.5 XCA 20.09.2024/ DE000VM3ALK8 /
| 7/16/2024 8:30:49 AM |
Chg.+0.06 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+4.65% |
-
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: |
9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
1.13 |
| Time value: |
0.37 |
| Break-even: |
14.00 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
6.38% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.95 |
| Rho: |
0.02 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.57% |
| 1 Month |
|
|
+3.05% |
| 3 Months |
|
|
-0.74% |
| YTD |
|
|
+20.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.21 |
| 1M High / 1M Low: |
1.51 |
1.00 |
| 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: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.73% |
| Volatility 6M: |
|
152.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
