BVT Call 76 BMW 18.10.2024
/ DE000VC1XEC8
BVT Call 76 BMW 18.10.2024/ DE000VC1XEC8 /
| 2024-10-02 7:45:12 PM |
Chg.-0.010 |
Bid9:50:54 PM |
Ask9:50:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
-
Bid Size: - |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
76.00 EUR |
2024-10-18 |
Call |
Master data
| WKN: |
VC1XEC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-08-12 |
| Last trading day: |
2024-10-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
0.17 |
| Time value: |
0.18 |
| Break-even: |
79.50 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
0.63 |
| Theta: |
-0.08 |
| Omega: |
14.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.44% |
| 1 Month |
|
|
-64.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.189 |
| 1M High / 1M Low: |
0.820 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
807.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
