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BVT Call 10 FTE 21.06.2024/  DE000VU1VT91  /

EUWAX
2024-05-31  8:51:06 AM Chg.-0.130 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.550EUR -19.12% -
Bid Size: -		 -
Ask Size: -		 ORANGE INH. ... 10.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1VT9
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.79
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.73
Implied volatility: 0.46
Historic volatility: 0.13
Parity: 0.73
Time value: 0.19
Break-even: 10.91
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.09
Spread %: 10.98%
Delta: 0.77
Theta: -0.01
Omega: 9.04
Rho: 0.00
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -8.33%
3 Months
  -39.56%
YTD
  -32.10%
1 Year
  -63.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.550
1M High / 1M Low: 0.910 0.520
6M High / 6M Low: 1.570 0.490
High (YTD): 2024-01-23 1.570
Low (YTD): 2024-04-16 0.490
52W High: 2023-09-21 1.590
52W Low: 2024-04-16 0.490
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   0.959
Avg. volume 6M:   0.000
Avg. price 1Y:   1.074
Avg. volume 1Y:   0.000
Volatility 1M:   179.39%
Volatility 6M:   162.39%
Volatility 1Y:   131.63%
Volatility 3Y:   -