BVT Call 16 CBK 18.10.2024
/ DE000VC1AC36
BVT Call 16 CBK 18.10.2024/ DE000VC1AC36 /
| 2024-10-02 8:48:16 AM |
Chg.-0.26 |
Bid8:00:12 PM |
Ask8:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.75EUR |
-25.74% |
0.59
Bid Size: 5,100 |
0.67
Ask Size: 5,100 |
COMMERZBANK AG |
16.00 EUR |
2024-10-18 |
Call |
Master data
| WKN: |
VC1AC3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-08-02 |
| Last trading day: |
2024-10-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
0.27 |
| Time value: |
0.59 |
| Break-even: |
16.86 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.09 |
| Spread %: |
11.69% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
11.11 |
| Rho: |
0.00 |
Quote data
| Open: |
0.75 |
| High: |
0.75 |
| Low: |
0.75 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+212.50% |
| 1 Month |
|
|
+3650.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.24 |
| 1M High / 1M Low: |
1.01 |
0.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.35 |
| Avg. volume 1M: |
|
54.55 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
6,025.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
