BVT Call 13.5 XCA 20.12.2024
/ DE000VD7QS81
BVT Call 13.5 XCA 20.12.2024/ DE000VD7QS81 /
| 2024-08-05 8:14:46 AM |
Chg.-0.47 |
Bid10:27:43 AM |
Ask10:27:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.61EUR |
-43.52% |
0.65
Bid Size: 46,000 |
0.66
Ask Size: 46,000 |
CREDIT AGRICOLE INH.... |
13.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VD7QS8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.32 |
| Time value: |
0.83 |
| Break-even: |
14.33 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
8.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.61 |
| High: |
0.61 |
| Low: |
0.61 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.59% |
| 1 Month |
|
|
-41.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.08 |
| 1M High / 1M Low: |
1.31 |
0.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
