BVT Call 40 BAC 20.09.2024
/ DE000VM7SNP6
BVT Call 40 BAC 20.09.2024/ DE000VM7SNP6 /
16/08/2024 08:25:28 |
Chg.+0.004 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
+7.55% |
- Bid Size: - |
- Ask Size: - |
Bank of America Corp... |
40.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7SNP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.21 |
Parity: |
-0.09 |
Time value: |
0.06 |
Break-even: |
37.08 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
18.87% |
Delta: |
0.39 |
Theta: |
-0.01 |
Omega: |
21.99 |
Rho: |
0.01 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.053 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.06% |
1 Month |
|
|
-86.74% |
3 Months |
|
|
-66.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.049 |
1M High / 1M Low: |
0.440 |
0.038 |
6M High / 6M Low: |
0.440 |
0.038 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.174 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.151 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
431.35% |
Volatility 6M: |
|
281.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |