BVT Call 115 ORCL 21.06.2024
/ DE000VU9LV26
BVT Call 115 ORCL 21.06.2024/ DE000VU9LV26 /
| 2024-05-22 8:57:18 AM |
Chg.+0.02 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+1.90% |
1.07
Bid Size: 8,000 |
1.09
Ask Size: 8,000 |
Oracle Corp |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9LV2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
10.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.89 |
| Time value: |
0.19 |
| Break-even: |
116.75 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
8.40 |
| Rho: |
0.07 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.22% |
| 1 Month |
|
|
+64.62% |
| 3 Months |
|
|
+87.72% |
| YTD |
|
|
+114.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.89 |
| 1M High / 1M Low: |
1.05 |
0.58 |
| 6M High / 6M Low: |
1.74 |
0.32 |
| High (YTD): |
2024-03-21 |
1.74 |
| Low (YTD): |
2024-01-05 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.38% |
| Volatility 6M: |
|
282.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
