BVT Call 17.5 SOBA 20.09.2024
/ DE000VM3VQD8
BVT Call 17.5 SOBA 20.09.2024/ DE000VM3VQD8 /
| 2024-08-30 8:53:26 AM |
Chg.-0.07 |
Bid2024-08-30 |
Ask2024-08-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
-3.15% |
2.15
Bid Size: 5,000 |
2.24
Ask Size: 5,000 |
AT + T INC. ... |
17.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM3VQD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AT + T INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.32 |
| Time value: |
1.88 |
| Break-even: |
19.70 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
4.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
4.73 |
| Rho: |
0.00 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.69% |
| 1 Month |
|
|
+36.08% |
| 3 Months |
|
|
+283.93% |
| YTD |
|
|
+155.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.96 |
| 1M High / 1M Low: |
2.22 |
1.58 |
| 6M High / 6M Low: |
2.22 |
0.51 |
| High (YTD): |
2024-08-29 |
2.22 |
| Low (YTD): |
2024-04-17 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.78% |
| Volatility 6M: |
|
187.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
