BVT Call 120 NTES 21.06.2024
/ DE000VU9LT38
BVT Call 120 NTES 21.06.2024/ DE000VU9LT38 /
2024-06-04 8:56:34 AM |
Chg.-0.005 |
Bid9:06:10 PM |
Ask9:06:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-41.67% |
0.005 Bid Size: 50,000 |
0.020 Ask Size: 50,000 |
NetEase Inc |
120.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU9LT3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NetEase Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-07 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
404.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.77 |
Historic volatility: |
0.34 |
Parity: |
-2.91 |
Time value: |
0.02 |
Break-even: |
110.22 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
185.71% |
Delta: |
0.04 |
Theta: |
-0.03 |
Omega: |
15.91 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.012 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.15% |
1 Month |
|
|
-95.78% |
3 Months |
|
|
-99.04% |
YTD |
|
|
-97.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.006 |
1M High / 1M Low: |
0.214 |
0.006 |
6M High / 6M Low: |
0.840 |
0.006 |
High (YTD): |
2024-02-29 |
0.840 |
Low (YTD): |
2024-05-31 |
0.006 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.351 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
626.72% |
Volatility 6M: |
|
346.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |