BVT Call 10 FTE 20.12.2024
/ DE000VU9DSF4
BVT Call 10 FTE 20.12.2024/ DE000VU9DSF4 /
| 2024-05-22 8:42:52 AM |
Chg.-0.070 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-7.07% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
10.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VU9DSF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.13 |
| Parity: |
0.80 |
| Time value: |
0.26 |
| Break-even: |
11.05 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
8.25% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
9.34 |
| Rho: |
0.05 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.24% |
| 1 Month |
|
|
-17.12% |
| 3 Months |
|
|
-27.56% |
| YTD |
|
|
-5.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.850 |
| 1M High / 1M Low: |
1.270 |
0.670 |
| 6M High / 6M Low: |
1.690 |
0.670 |
| High (YTD): |
2024-01-23 |
1.660 |
| Low (YTD): |
2024-05-08 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.61% |
| Volatility 6M: |
|
115.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
