BVT Call 58 TOTB 20.09.2024
/ DE000VM49LS2
BVT Call 58 TOTB 20.09.2024/ DE000VM49LS2 /
| 7/9/2024 8:03:07 PM |
Chg.-0.100 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-13.70% |
-
Bid Size: - |
-
Ask Size: - |
TOTALENERGIES SE EO... |
58.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM49LS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.67 |
| Time value: |
0.12 |
| Break-even: |
65.90 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
8.22% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
6.81 |
| Rho: |
0.09 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.630 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.27% |
| 1 Month |
|
|
-17.11% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-1.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.710 |
| 1M High / 1M Low: |
0.870 |
0.470 |
| 6M High / 6M Low: |
1.280 |
0.390 |
| High (YTD): |
4/26/2024 |
1.280 |
| Low (YTD): |
2/20/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.720 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.74% |
| Volatility 6M: |
|
133.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
