BVT Call 14.5 GZF 20.09.2024
/ DE000VM3TZP7
BVT Call 14.5 GZF 20.09.2024/ DE000VM3TZP7 /
| 9/6/2024 7:43:27 PM |
Chg.-0.040 |
Bid9:55:37 PM |
Ask9:55:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
-2.48% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
14.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM3TZP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.16 |
| Parity: |
1.53 |
| Time value: |
0.34 |
| Break-even: |
16.37 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.26 |
| Spread %: |
16.15% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
6.68 |
| Rho: |
0.00 |
Quote data
| Open: |
1.700 |
| High: |
1.700 |
| Low: |
1.570 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.67% |
| 1 Month |
|
|
+96.25% |
| 3 Months |
|
|
+12.95% |
| YTD |
|
|
-18.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
1.350 |
| 1M High / 1M Low: |
1.610 |
0.740 |
| 6M High / 6M Low: |
1.950 |
0.240 |
| High (YTD): |
1/10/2024 |
2.410 |
| Low (YTD): |
7/16/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.027 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.42% |
| Volatility 6M: |
|
192.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
