BVT Call 16.2 CBK 15.11.2024
/ DE000VC3XAW0
BVT Call 16.2 CBK 15.11.2024/ DE000VC3XAW0 /
| 2024-11-04 7:53:20 PM |
Chg.-0.010 |
Bid9:48:35 PM |
Ask9:48:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-1.54% |
0.610
Bid Size: 5,000 |
0.690
Ask Size: 5,000 |
COMMERZBANK AG |
16.20 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
VC3XAW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.20 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-13 |
| Last trading day: |
2024-11-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
0.15 |
| Time value: |
0.56 |
| Break-even: |
16.91 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
0.08 |
| Spread %: |
12.70% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
12.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.630 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.92% |
| 1 Month |
|
|
-40.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.560 |
| 1M High / 1M Low: |
1.240 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.877 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
