BVT Call 1 EURCHF 20.12.2024
/ DE000VU889G3
BVT Call 1 EURCHF 20.12.2024/ DE000VU889G3 /
| 2024-05-02 8:02:26 PM |
Chg.-0.100 |
Bid9:48:38 PM |
Ask9:48:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-14.08% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE EUR/CHF |
1.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
VU889G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
138.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.01 |
| Historic volatility: |
0.05 |
| Parity: |
-1.93 |
| Time value: |
0.72 |
| Break-even: |
1.03 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
99.67 |
| Rho: |
0.00 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.610 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.86% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+103.33% |
| YTD |
|
|
+79.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.630 |
| 1M High / 1M Low: |
0.740 |
0.590 |
| 6M High / 6M Low: |
0.740 |
0.260 |
| High (YTD): |
2024-04-08 |
0.740 |
| Low (YTD): |
2024-01-08 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.81% |
| Volatility 6M: |
|
125.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
