BVT Call 155 DB1 20.09.2024
/ DE000VM27SP9
BVT Call 155 DB1 20.09.2024/ DE000VM27SP9 /
2024-09-13 8:31:34 AM |
Chg.+0.17 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.37EUR |
+3.27% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BOERSE NA O... |
155.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-10-04 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.32 |
Intrinsic value: |
5.31 |
Implied volatility: |
1.65 |
Historic volatility: |
0.15 |
Parity: |
5.31 |
Time value: |
0.20 |
Break-even: |
210.10 |
Moneyness: |
1.34 |
Premium: |
0.01 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.17 |
Spread %: |
3.18% |
Delta: |
0.92 |
Theta: |
-0.52 |
Omega: |
3.47 |
Rho: |
0.03 |
Quote data
Open: |
5.37 |
High: |
5.37 |
Low: |
5.37 |
Previous Close: |
5.20 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.18% |
1 Month |
|
|
+61.75% |
3 Months |
|
|
+86.46% |
YTD |
|
|
+53.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.51 |
5.16 |
1M High / 1M Low: |
5.51 |
3.32 |
6M High / 6M Low: |
5.51 |
2.57 |
High (YTD): |
2024-09-10 |
5.51 |
Low (YTD): |
2024-08-07 |
2.57 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.57 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.29% |
Volatility 6M: |
|
88.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |