BVT Call 12.5 XCA 20.12.2024
/ DE000VD72QC6
BVT Call 12.5 XCA 20.12.2024/ DE000VD72QC6 /
| 15/11/2024 20:07:33 |
Chg.+0.120 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+14.63% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
12.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
VD72QC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
17/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.78 |
| Time value: |
0.30 |
| Break-even: |
13.57 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.08 |
| Spread %: |
8.08% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
9.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.950 |
| High: |
1.050 |
| Low: |
0.940 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.05% |
| 1 Month |
|
|
-53.92% |
| 3 Months |
|
|
-38.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.820 |
| 1M High / 1M Low: |
2.110 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
