BVT Call 150 DB1 20.09.2024
/ DE000VM38149
BVT Call 150 DB1 20.09.2024/ DE000VM38149 /
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: |
|
- |