BVT Call 42 PAH3 20.09.2024
/ DE000VM4D295
BVT Call 42 PAH3 20.09.2024/ DE000VM4D295 /
| 2024-08-06 8:11:10 AM |
Chg.+0.010 |
Bid11:56:28 AM |
Ask11:56:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+16.67% |
0.049
Bid Size: 112,000 |
0.059
Ask Size: 112,000 |
PORSCHE AUTOM.HLDG V... |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM4D29 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.32 |
| Time value: |
0.08 |
| Break-even: |
42.78 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.02 |
| Spread %: |
30.00% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
14.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.38% |
| 1 Month |
|
|
-74.07% |
| 3 Months |
|
|
-90.79% |
| YTD |
|
|
-89.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.151 |
0.060 |
| 1M High / 1M Low: |
0.270 |
0.060 |
| 6M High / 6M Low: |
1.030 |
0.060 |
| High (YTD): |
2024-04-10 |
1.030 |
| Low (YTD): |
2024-08-05 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.15% |
| Volatility 6M: |
|
167.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
