BVT Call 15.5 XCA 20.12.2024
/ DE000VM7HUF5
BVT Call 15.5 XCA 20.12.2024/ DE000VM7HUF5 /
| 2024-10-11 5:03:48 PM |
Chg.-0.019 |
Bid5:31:08 PM |
Ask5:31:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-17.92% |
0.087
Bid Size: 500 |
0.117
Ask Size: 500 |
CREDIT AGRICOLE INH.... |
15.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VM7HUF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
117.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.63 |
| Time value: |
0.12 |
| Break-even: |
15.62 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
12.38% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
19.38 |
| Rho: |
0.00 |
Quote data
| Open: |
0.104 |
| High: |
0.104 |
| Low: |
0.087 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-51.40% |
| YTD |
|
|
-66.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.097 |
| 1M High / 1M Low: |
0.310 |
0.085 |
| 6M High / 6M Low: |
0.860 |
0.085 |
| High (YTD): |
2024-05-20 |
0.860 |
| Low (YTD): |
2024-10-03 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.64% |
| Volatility 6M: |
|
219.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
