BVT Call 110 ORCL 21.06.2024
/ DE000VM2D513
BVT Call 110 ORCL 21.06.2024/ DE000VM2D513 /
| 2024-05-03 8:04:22 PM |
Chg.+0.040 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+4.71% |
-
Bid Size: - |
-
Ask Size: - |
Oracle Corp |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM2D51 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
0.54 |
| Time value: |
0.36 |
| Break-even: |
111.22 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.69 |
| Theta: |
-0.06 |
| Omega: |
8.23 |
| Rho: |
0.09 |
Quote data
| Open: |
0.870 |
| High: |
0.890 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.35% |
| 1 Month |
|
|
-47.65% |
| 3 Months |
|
|
-26.45% |
| YTD |
|
|
+30.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.850 |
| 1M High / 1M Low: |
1.700 |
0.840 |
| 6M High / 6M Low: |
2.060 |
0.440 |
| High (YTD): |
2024-03-21 |
2.060 |
| Low (YTD): |
2024-01-05 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.885 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.63% |
| Volatility 6M: |
|
196.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
