BVT Call 41 CMCSA 20.09.2024
/ DE000VM94FL5
BVT Call 41 CMCSA 20.09.2024/ DE000VM94FL5 /
2024-09-06 7:53:11 PM |
Chg.0.000 |
Bid8:58:58 AM |
Ask8:58:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
0.00% |
0.032 Bid Size: 24,000 |
0.042 Ask Size: 24,000 |
Comcast Corporation |
41.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM94FL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Comcast Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-12 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
94.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
-0.13 |
Time value: |
0.04 |
Break-even: |
37.37 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
2.51 |
Spread abs.: |
0.01 |
Spread %: |
35.71% |
Delta: |
0.30 |
Theta: |
-0.03 |
Omega: |
27.81 |
Rho: |
0.00 |
Quote data
Open: |
0.029 |
High: |
0.033 |
Low: |
0.029 |
Previous Close: |
0.031 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.43% |
1 Month |
|
|
-53.03% |
3 Months |
|
|
-74.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.018 |
1M High / 1M Low: |
0.066 |
0.018 |
6M High / 6M Low: |
0.480 |
0.018 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.151 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
511.20% |
Volatility 6M: |
|
325.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |