BVT Call 155 DB1 20.09.2024
/ DE000VM27SP9
BVT Call 155 DB1 20.09.2024/ DE000VM27SP9 /
| 16/08/2024 08:31:30 |
Chg.+0.35 |
Bid15:23:55 |
Ask15:23:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
+10.09% |
3.96
Bid Size: 23,000 |
3.97
Ask Size: 23,000 |
DEUTSCHE BOERSE NA O... |
155.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM27SP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.79 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.15 |
| Parity: |
3.74 |
| Time value: |
0.26 |
| Break-even: |
194.90 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.16 |
| Spread %: |
4.18% |
| Delta: |
0.89 |
| Theta: |
-0.11 |
| Omega: |
4.31 |
| Rho: |
0.13 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.33% |
| 1 Month |
|
|
+1.87% |
| 3 Months |
|
|
+33.10% |
| YTD |
|
|
+9.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
3.00 |
| 1M High / 1M Low: |
3.75 |
2.57 |
| 6M High / 6M Low: |
4.20 |
2.57 |
| High (YTD): |
01/03/2024 |
4.20 |
| Low (YTD): |
07/08/2024 |
2.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.76% |
| Volatility 6M: |
|
91.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
