BVT Call 150 DB1 20.09.2024
/ DE000VM38149
BVT Call 150 DB1 20.09.2024/ DE000VM38149 /
| 2024-08-30 8:52:27 AM |
Chg.+0.11 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.31EUR |
+2.12% |
-
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: |
5.31 |
| High: |
5.31 |
| Low: |
5.31 |
| Previous Close: |
5.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.86% |
| 1 Month |
|
|
+28.88% |
| 3 Months |
|
|
+64.91% |
| YTD |
|
|
+33.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.31 |
4.82 |
| 1M High / 1M Low: |
5.31 |
3.05 |
| 6M High / 6M Low: |
5.31 |
3.03 |
| High (YTD): |
2024-08-30 |
5.31 |
| Low (YTD): |
2024-05-30 |
3.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.76% |
| Volatility 6M: |
|
81.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
