BVT Call 15.5 GZF 20.09.2024
/ DE000VM3TZM4
BVT Call 15.5 GZF 20.09.2024/ DE000VM3TZM4 /
9/9/2024 9:49:01 AM |
Chg.-0.110 |
Bid3:07:25 PM |
Ask3:07:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-15.94% |
0.630 Bid Size: 15,000 |
0.640 Ask Size: 15,000 |
ENGIE S.A. INH. ... |
15.50 EUR |
9/20/2024 |
Call |
Master data
WKN: |
VM3TZM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENGIE S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.50 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.46 |
Historic volatility: |
0.16 |
Parity: |
0.62 |
Time value: |
0.27 |
Break-even: |
16.38 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.23 |
Spread %: |
35.38% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
12.93 |
Rho: |
0.00 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.580 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.57% |
1 Month |
|
|
+114.81% |
3 Months |
|
|
-12.12% |
YTD |
|
|
-51.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.300 |
1M High / 1M Low: |
0.690 |
0.270 |
6M High / 6M Low: |
1.110 |
0.037 |
High (YTD): |
1/10/2024 |
1.610 |
Low (YTD): |
7/17/2024 |
0.037 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.427 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
427.71% |
Volatility 6M: |
|
577.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |