BVT Call 155 DB1 20.09.2024
/ DE000VM27SP9
BVT Call 155 DB1 20.09.2024/ DE000VM27SP9 /
| 9/18/2024 8:31:08 AM |
Chg.-0.39 |
Bid6:10:21 PM |
Ask6:10:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
-7.17% |
4.97
Bid Size: 4,000 |
5.10
Ask Size: 4,000 |
DEUTSCHE BOERSE NA O... |
155.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/4/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.07 |
| Intrinsic value: |
5.07 |
| Implied volatility: |
2.95 |
| Historic volatility: |
0.15 |
| Parity: |
5.07 |
| Time value: |
0.18 |
| Break-even: |
207.50 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
3.90 |
| Spread abs.: |
0.17 |
| Spread %: |
3.35% |
| Delta: |
0.92 |
| Theta: |
-1.67 |
| Omega: |
3.61 |
| Rho: |
0.01 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
5.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
+32.20% |
| 3 Months |
|
|
+44.29% |
| YTD |
|
|
+44.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.44 |
5.20 |
| 1M High / 1M Low: |
5.51 |
3.97 |
| 6M High / 6M Low: |
5.51 |
2.57 |
| High (YTD): |
9/10/2024 |
5.51 |
| Low (YTD): |
8/7/2024 |
2.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.40% |
| Volatility 6M: |
|
88.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
