BVT Call 26 CRIN 19.12.2024
/ DE000VM7Y9N4
BVT Call 26 CRIN 19.12.2024/ DE000VM7Y9N4 /
| 2024-11-12 8:42:16 AM |
Chg.+0.60 |
Bid9:51:42 PM |
Ask9:51:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.77EUR |
+4.23% |
14.23
Bid Size: 1,000 |
14.55
Ask Size: 1,000 |
UNICREDIT |
26.00 EUR |
2024-12-19 |
Call |
Master data
| WKN: |
VM7Y9N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.87 |
| Intrinsic value: |
14.79 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.27 |
| Parity: |
14.79 |
| Time value: |
0.51 |
| Break-even: |
41.30 |
| Moneyness: |
1.57 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.33 |
| Spread %: |
2.20% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
2.50 |
| Rho: |
0.02 |
Quote data
| Open: |
14.77 |
| High: |
14.77 |
| Low: |
14.77 |
| Previous Close: |
14.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.11% |
| 1 Month |
|
|
+3.36% |
| 3 Months |
|
|
+54.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.90 |
13.95 |
| 1M High / 1M Low: |
18.90 |
13.95 |
| 6M High / 6M Low: |
18.90 |
7.98 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.33% |
| Volatility 6M: |
|
92.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
