BVT Call 22 ARRD 20.09.2024
/ DE000VM34726
BVT Call 22 ARRD 20.09.2024/ DE000VM34726 /
| 7/23/2024 2:05:14 PM |
Chg.-0.090 |
Bid4:17:50 PM |
Ask4:17:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-15.79% |
0.430
Bid Size: 40,000 |
0.450
Ask Size: 40,000 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM3472 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/18/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
1.54 |
| Time value: |
-0.83 |
| Break-even: |
22.71 |
| Moneyness: |
1.07 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.20 |
| Spread abs.: |
0.17 |
| Spread %: |
31.48% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.480 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.25% |
| 1 Month |
|
|
-64.71% |
| 3 Months |
|
|
-83.45% |
| YTD |
|
|
-91.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.550 |
| 1M High / 1M Low: |
1.360 |
0.550 |
| 6M High / 6M Low: |
5.850 |
0.550 |
| High (YTD): |
2/9/2024 |
5.850 |
| Low (YTD): |
7/19/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.116 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.00% |
| Volatility 6M: |
|
150.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
