BVT Call 15.5 XCA 20.09.2024
/ DE000VM8AW75
BVT Call 15.5 XCA 20.09.2024/ DE000VM8AW75 /
09/09/2024 14:01:33 |
Chg.-0.003 |
Bid16:20:40 |
Ask16:11:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-30.00% |
0.008 Bid Size: 44,000 |
0.072 Ask Size: 44,000 |
CREDIT AGRICOLE INH.... |
15.50 EUR |
20/09/2024 |
Call |
Master data
WKN: |
VM8AW7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.50 EUR |
Maturity: |
20/09/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
199.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.19 |
Parity: |
-1.37 |
Time value: |
0.07 |
Break-even: |
15.57 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
24.09 |
Spread abs.: |
0.06 |
Spread %: |
688.89% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
26.13 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
-97.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.011 |
0.005 |
1M High / 1M Low: |
0.011 |
0.002 |
6M High / 6M Low: |
0.590 |
0.002 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.140 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
631.81% |
Volatility 6M: |
|
436.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |