BVT Call 60 TOTB 20.09.2024
/ DE000VM38156
BVT Call 60 TOTB 20.09.2024/ DE000VM38156 /
| 09/07/2024 20:03:12 |
Chg.-0.100 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-17.86% |
-
Bid Size: - |
-
Ask Size: - |
TOTALENERGIES SE EO... |
60.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM3815 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.47 |
| Time value: |
0.17 |
| Break-even: |
66.40 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
10.34% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
7.66 |
| Rho: |
0.09 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-22.03% |
| 3 Months |
|
|
-48.31% |
| YTD |
|
|
-11.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.540 |
| 1M High / 1M Low: |
0.690 |
0.340 |
| 6M High / 6M Low: |
1.100 |
0.290 |
| High (YTD): |
26/04/2024 |
1.100 |
| Low (YTD): |
20/02/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.60% |
| Volatility 6M: |
|
156.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
