BVT Call 18.2 CBK 15.11.2024/  DE000VC5P2L7  /

EUWAX
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:   -