BVT Call 46 CMCSA 20.09.2024
/ DE000VM7N2H4
BVT Call 46 CMCSA 20.09.2024/ DE000VM7N2H4 /
| 2024-07-10 8:48:53 AM |
Chg.+0.002 |
Bid9:27:16 PM |
Ask9:27:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
+20.00% |
0.010
Bid Size: 250,000 |
0.020
Ask Size: 250,000 |
Comcast Corporation |
46.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N2H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
165.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.79 |
| Time value: |
0.02 |
| Break-even: |
42.75 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.01 |
| Spread %: |
90.91% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
15.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
-87.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.010 |
| 1M High / 1M Low: |
0.025 |
0.010 |
| 6M High / 6M Low: |
0.430 |
0.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.88% |
| Volatility 6M: |
|
261.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
