BVT Call 26 BAC 20.09.2024
/ DE000VM3MCK2
BVT Call 26 BAC 20.09.2024/ DE000VM3MCK2 /
13/09/2024 08:55:58 |
Chg.-0.02 |
Bid11:02:57 |
Ask11:02:57 |
Underlying |
Strike price |
Expiration date |
Option type |
1.16EUR |
-1.69% |
1.16 Bid Size: 23,000 |
1.18 Ask Size: 23,000 |
Bank of America Corp... |
26.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM3MCK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.15 |
Implied volatility: |
1.77 |
Historic volatility: |
0.21 |
Parity: |
1.15 |
Time value: |
0.02 |
Break-even: |
35.17 |
Moneyness: |
1.49 |
Premium: |
0.00 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
0.86% |
Delta: |
0.96 |
Theta: |
-0.05 |
Omega: |
2.87 |
Rho: |
0.00 |
Quote data
Open: |
1.16 |
High: |
1.16 |
Low: |
1.16 |
Previous Close: |
1.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.20% |
1 Month |
|
|
+2.65% |
3 Months |
|
|
-9.38% |
YTD |
|
|
+39.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
1.16 |
1M High / 1M Low: |
1.37 |
1.13 |
6M High / 6M Low: |
1.68 |
0.89 |
High (YTD): |
18/07/2024 |
1.68 |
Low (YTD): |
18/01/2024 |
0.64 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.91% |
Volatility 6M: |
|
72.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |