BVT Call 39 BAC 20.09.2024
/ DE000VM67YW9
BVT Call 39 BAC 20.09.2024/ DE000VM67YW9 /
| 9/13/2024 10:12:10 AM |
Chg.-0.015 |
Bid1:01:29 PM |
Ask1:01:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-24.59% |
0.047
Bid Size: 45,000 |
0.057
Ask Size: 45,000 |
Bank of America Corp... |
39.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM67YW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/19/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-0.02 |
| Time value: |
0.06 |
| Break-even: |
35.75 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
2.01 |
| Spread abs.: |
0.01 |
| Spread %: |
22.22% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
29.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-41.03% |
| 3 Months |
|
|
-77.67% |
| YTD |
|
|
-61.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.044 |
| 1M High / 1M Low: |
0.184 |
0.044 |
| 6M High / 6M Low: |
0.530 |
0.044 |
| High (YTD): |
7/16/2024 |
0.530 |
| Low (YTD): |
9/11/2024 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.26% |
| Volatility 6M: |
|
274.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
