BVT Call 155 DB1 20.09.2024
/ DE000VM27SP9
BVT Call 155 DB1 20.09.2024/ DE000VM27SP9 /
| 2024-06-26 11:20:53 AM |
Chg.-0.01 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
-0.25% |
-
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: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
3.78 |
| Time value: |
0.40 |
| Break-even: |
196.70 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.16 |
| Spread %: |
3.99% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
4.07 |
| Rho: |
0.30 |
Quote data
| Open: |
4.04 |
| High: |
4.04 |
| Low: |
4.04 |
| Previous Close: |
4.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.60% |
| 1 Month |
|
|
+25.08% |
| 3 Months |
|
|
+13.80% |
| YTD |
|
|
+15.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.72 |
| 1M High / 1M Low: |
4.05 |
2.57 |
| 6M High / 6M Low: |
4.20 |
2.57 |
| High (YTD): |
2024-03-01 |
4.20 |
| Low (YTD): |
2024-05-30 |
2.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.11% |
| Volatility 6M: |
|
83.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
