BVT Call 55 BMW 20.12.2024
/ DE000VC3UA81
BVT Call 55 BMW 20.12.2024/ DE000VC3UA81 /
| 10/3/2024 10:15:16 AM |
Chg.-0.110 |
Bid12:25:24 PM |
Ask12:25:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.450EUR |
-1.15% |
9.460
Bid Size: 11,000 |
9.470
Ask Size: 11,000 |
BAY.MOTOREN WERKE AG... |
55.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
VC3UA8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.01 |
| Intrinsic value: |
22.62 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
22.62 |
| Time value: |
-13.04 |
| Break-even: |
64.58 |
| Moneyness: |
1.41 |
| Premium: |
-0.17 |
| Premium p.a.: |
-0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.450 |
| High: |
9.450 |
| Low: |
9.450 |
| Previous Close: |
9.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.630 |
9.510 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
