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BVT Call 0.99 EURCHF 20.09.2024/  DE000VU5L3G1  /

Frankfurt Zert./VONT
2024-05-02  7:43:46 PM Chg.-0.130 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.600EUR -17.81% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 0.99 CHF 2024-09-20 Call
 

Master data

WKN: VU5L3G
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.99 CHF
Maturity: 2024-09-20
Issue date: 2023-04-04
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 133.33
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 0.00
Implied volatility: 0.02
Historic volatility: 0.05
Parity: -0.91
Time value: 0.75
Break-even: 1.02
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.73
Theta: 0.00
Omega: 97.67
Rho: 0.00
 

Quote data

Open: 0.630
High: 0.630
Low: 0.570
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.81%
1 Month
  -3.23%
3 Months  
+150.00%
YTD  
+114.29%
1 Year
  -64.07%
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.630
1M High / 1M Low: 0.820 0.560
6M High / 6M Low: 0.820 0.225
High (YTD): 2024-04-08 0.820
Low (YTD): 2024-01-08 0.225
52W High: 2023-05-02 1.670
52W Low: 2024-01-08 0.225
Avg. price 1W:   0.693
Avg. volume 1W:   0.000
Avg. price 1M:   0.666
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   12.097
Avg. price 1Y:   0.683
Avg. volume 1Y:   5.859
Volatility 1M:   164.90%
Volatility 6M:   153.38%
Volatility 1Y:   127.18%
Volatility 3Y:   -