BVT Call 150 DB1 20.09.2024
/ DE000VM38149
BVT Call 150 DB1 20.09.2024/ DE000VM38149 /
| 2024-08-09 2:06:32 PM |
Chg.0.000 |
Bid4:39:21 PM |
Ask4:39:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.450EUR |
0.00% |
3.520
Bid Size: 24,000 |
3.530
Ask Size: 24,000 |
DEUTSCHE BOERSE NA O... |
150.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3814 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.15 |
| Parity: |
3.30 |
| Time value: |
0.28 |
| Break-even: |
185.70 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
4.39% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
4.52 |
| Rho: |
0.14 |
Quote data
| Open: |
3.510 |
| High: |
3.510 |
| Low: |
3.450 |
| Previous Close: |
3.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.54% |
| 1 Month |
|
|
-9.92% |
| 3 Months |
|
|
-10.85% |
| YTD |
|
|
-15.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.540 |
3.100 |
| 1M High / 1M Low: |
4.390 |
3.100 |
| 6M High / 6M Low: |
4.620 |
3.030 |
| High (YTD): |
2024-02-29 |
4.620 |
| Low (YTD): |
2024-05-14 |
3.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.81% |
| Volatility 6M: |
|
82.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
