BVT Call 13.2 CBK 18.10.2024
/ DE000VC2NP43
BVT Call 13.2 CBK 18.10.2024/ DE000VC2NP43 /
| 02/10/2024 19:43:20 |
Chg.-0.120 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
-3.93% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
13.20 EUR |
18/10/2024 |
Call |
Master data
| WKN: |
VC2NP4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.20 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
18/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.32 |
| Parity: |
3.07 |
| Time value: |
0.25 |
| Break-even: |
16.52 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.14 |
| Spread %: |
4.40% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
4.28 |
| Rho: |
0.00 |
Quote data
| Open: |
2.880 |
| High: |
2.930 |
| Low: |
2.720 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.39% |
| 1 Month |
|
|
+343.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.390 |
2.230 |
| 1M High / 1M Low: |
3.390 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,878.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
