BVT Call 150 DB1 20.09.2024/  DE000VM38149  /

Frankfurt Zert./VONT
2024-08-30  8:05:29 PM Chg.+0.020 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
5.320EUR +0.38% -
Bid Size: -
-
Ask Size: -
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: 3.68
Leverage: Yes

Calculated values

Fair value: 5.33
Intrinsic value: 5.30
Implied volatility: 0.98
Historic volatility: 0.15
Parity: 5.30
Time value: 0.22
Break-even: 205.20
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.17
Spread %: 3.18%
Delta: 0.92
Theta: -0.18
Omega: 3.39
Rho: 0.08
 

Quote data

Open: 5.370
High: 5.370
Low: 5.320
Previous Close: 5.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.14%
1 Month  
+30.71%
3 Months  
+49.86%
YTD  
+30.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.320 4.830
1M High / 1M Low: 5.320 3.100
6M High / 6M Low: 5.320 3.030
High (YTD): 2024-08-30 5.320
Low (YTD): 2024-05-14 3.030
52W High: - -
52W Low: - -
Avg. price 1W:   5.126
Avg. volume 1W:   0.000
Avg. price 1M:   4.237
Avg. volume 1M:   0.000
Avg. price 6M:   3.962
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.02%
Volatility 6M:   81.67%
Volatility 1Y:   -
Volatility 3Y:   -