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: |
|
- |
