BVT Call 34 BAC 20.09.2024
/ DE000VM456G1
BVT Call 34 BAC 20.09.2024/ DE000VM456G1 /
| 8/8/2024 4:53:33 PM |
Chg.+0.040 |
Bid7:08:49 PM |
Ask7:08:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+10.53% |
0.430
Bid Size: 104,000 |
0.440
Ask Size: 104,000 |
Bank of America Corp... |
34.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM456G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
0.30 |
| Time value: |
0.08 |
| Break-even: |
34.91 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
6.99 |
| Rho: |
0.03 |
Quote data
| Open: |
0.350 |
| High: |
0.420 |
| Low: |
0.350 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.23% |
| 1 Month |
|
|
-35.38% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.350 |
| 1M High / 1M Low: |
0.970 |
0.350 |
| 6M High / 6M Low: |
0.970 |
0.203 |
| High (YTD): |
7/16/2024 |
0.970 |
| Low (YTD): |
1/18/2024 |
0.164 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.15% |
| Volatility 6M: |
|
142.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
