BVT Call 150 DB1 20.09.2024
/ DE000VM38149
BVT Call 150 DB1 20.09.2024/ DE000VM38149 /
| 2024-07-26 8:52:47 AM |
Chg.-0.34 |
Bid2:51:51 PM |
Ask2:51:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
-7.94% |
4.01
Bid Size: 23,000 |
4.02
Ask Size: 23,000 |
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: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
3.82 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.15 |
| Parity: |
3.82 |
| Time value: |
0.29 |
| Break-even: |
191.00 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
3.80% |
| Delta: |
0.90 |
| Theta: |
-0.07 |
| Omega: |
4.11 |
| Rho: |
0.20 |
Quote data
| Open: |
3.94 |
| High: |
3.94 |
| Low: |
3.94 |
| Previous Close: |
4.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.72% |
| 1 Month |
|
|
-9.63% |
| 3 Months |
|
|
+19.39% |
| YTD |
|
|
-1.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.28 |
3.91 |
| 1M High / 1M Low: |
4.63 |
3.83 |
| 6M High / 6M Low: |
4.67 |
3.03 |
| High (YTD): |
2024-03-01 |
4.67 |
| Low (YTD): |
2024-05-30 |
3.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.19% |
| Volatility 6M: |
|
76.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
