BVT Call 12 XCA 20.09.2024
/ DE000VM3ALE1
BVT Call 12 XCA 20.09.2024/ DE000VM3ALE1 /
| 02/08/2024 08:27:36 |
Chg.- |
Bid09:55:18 |
Ask09:55:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
- |
1.19
Bid Size: 29,000 |
1.20
Ask Size: 29,000 |
CREDIT AGRICOLE INH.... |
12.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM3ALE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.19 |
| Parity: |
1.19 |
| Time value: |
0.44 |
| Break-even: |
13.62 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.08 |
| Spread %: |
5.19% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
6.06 |
| Rho: |
0.01 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.29% |
| 1 Month |
|
|
+4.19% |
| 3 Months |
|
|
-33.22% |
| YTD |
|
|
+35.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
1.99 |
| 1M High / 1M Low: |
2.29 |
1.64 |
| 6M High / 6M Low: |
3.99 |
0.77 |
| High (YTD): |
21/05/2024 |
3.99 |
| Low (YTD): |
19/02/2024 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.44% |
| Volatility 6M: |
|
125.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
