BVT Call 140 ORCL 21.06.2024
/ DE000VU909F1
BVT Call 140 ORCL 21.06.2024/ DE000VU909F1 /
| 2024-05-22 8:54:53 AM |
Chg.+0.001 |
Bid4:32:58 PM |
Ask4:32:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
+1.16% |
0.077
Bid Size: 88,000 |
0.087
Ask Size: 88,000 |
Oracle Corp |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU909F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
117.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-1.42 |
| Time value: |
0.10 |
| Break-even: |
129.96 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
3.51 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
18.59 |
| Rho: |
0.01 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.086 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.42% |
| 1 Month |
|
|
+58.18% |
| 3 Months |
|
|
-7.45% |
| YTD |
|
|
-1.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.080 |
| 1M High / 1M Low: |
0.095 |
0.031 |
| 6M High / 6M Low: |
0.520 |
0.031 |
| High (YTD): |
2024-03-12 |
0.520 |
| Low (YTD): |
2024-05-14 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
752.52% |
| Volatility 6M: |
|
498.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
