BVT Call 14.5 XCA 20.09.2024
/ DE000VM6JKN8
BVT Call 14.5 XCA 20.09.2024/ DE000VM6JKN8 /
| 2024-07-25 8:46:15 AM |
Chg.-0.050 |
Bid2:30:24 PM |
Ask2:30:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-17.24% |
0.199
Bid Size: 46,000 |
0.209
Ask Size: 46,000 |
CREDIT AGRICOLE INH.... |
14.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM6JKN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.52 |
| Time value: |
0.29 |
| Break-even: |
14.79 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
16.00% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
18.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.21% |
| 3 Months |
|
|
-54.72% |
| YTD |
|
|
-17.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.310 |
0.096 |
| 6M High / 6M Low: |
1.480 |
0.072 |
| High (YTD): |
2024-05-21 |
1.480 |
| Low (YTD): |
2024-02-20 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
2,045.455 |
| Avg. price 6M: |
|
0.416 |
| Avg. volume 6M: |
|
354.331 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
456.69% |
| Volatility 6M: |
|
287.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
