BVT Call 29 BAC 20.09.2024
/ DE000VM3MCS5
BVT Call 29 BAC 20.09.2024/ DE000VM3MCS5 /
2024-08-16 8:55:44 AM |
Chg.+0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+3.30% |
- Bid Size: - |
- Ask Size: - |
Bank of America Corp... |
29.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3MCS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
29.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.64 |
Historic volatility: |
0.21 |
Parity: |
0.91 |
Time value: |
0.03 |
Break-even: |
35.83 |
Moneyness: |
1.35 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.08% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
3.59 |
Rho: |
0.02 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.05% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-4.08% |
YTD |
|
|
+54.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.860 |
1M High / 1M Low: |
1.410 |
0.700 |
6M High / 6M Low: |
1.410 |
0.540 |
High (YTD): |
2024-07-18 |
1.410 |
Low (YTD): |
2024-01-18 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.892 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.049 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.914 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.30% |
Volatility 6M: |
|
88.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |