BVT Call 18.2 CBK 15.11.2024
/ DE000VC5P2L7
BVT Call 18.2 CBK 15.11.2024/ DE000VC5P2L7 /
2024-11-04 10:41:41 AM |
Chg.-0.001 |
Bid9:01:49 PM |
Ask9:01:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.062EUR |
-1.59% |
0.058 Bid Size: 10,000 |
0.068 Ask Size: 10,000 |
COMMERZBANK AG |
18.20 EUR |
2024-11-15 |
Call |
Master data
WKN: |
VC5P2L |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.20 EUR |
Maturity: |
2024-11-15 |
Issue date: |
2024-10-10 |
Last trading day: |
2024-11-15 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
220.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.32 |
Parity: |
-1.85 |
Time value: |
0.07 |
Break-even: |
18.27 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
39.11 |
Spread abs.: |
0.01 |
Spread %: |
15.63% |
Delta: |
0.11 |
Theta: |
-0.01 |
Omega: |
25.08 |
Rho: |
0.00 |
Quote data
Open: |
0.065 |
High: |
0.065 |
Low: |
0.062 |
Previous Close: |
0.063 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.48% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.045 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |