BVT Call 15.5 CAR 20.09.2024
/ DE000VM36WP2
BVT Call 15.5 CAR 20.09.2024/ DE000VM36WP2 /
| 9/11/2024 8:44:43 AM |
Chg.+0.020 |
Bid4:04:20 PM |
Ask4:04:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+40.00% |
0.063
Bid Size: 42,000 |
0.079
Ask Size: 42,000 |
CARREFOUR S.A. INH.E... |
15.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM36WP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
150.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-0.45 |
| Time value: |
0.10 |
| Break-even: |
15.60 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
3.23 |
| Spread abs.: |
0.04 |
| Spread %: |
69.49% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
39.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+677.78% |
| 1 Month |
|
|
+70.73% |
| 3 Months |
|
|
-86.00% |
| YTD |
|
|
-96.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.009 |
| 1M High / 1M Low: |
0.050 |
0.001 |
| 6M High / 6M Low: |
1.580 |
0.001 |
| High (YTD): |
1/4/2024 |
2.210 |
| Low (YTD): |
8/26/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,584.64% |
| Volatility 6M: |
|
1,562.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
