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BVT Call 90 P911 21.06.2024/  DE000VU1SDX4  /

Frankfurt Zert./VONT
2024-05-06  10:34:57 AM Chg.-0.002 Bid12:26:52 PM Ask12:26:52 PM Underlying Strike price Expiration date Option type
0.064EUR -3.03% 0.070
Bid Size: 54,000		 0.080
Ask Size: 54,000		 Porsche AG Vz 90.00 - 2024-06-21 Call
 

Master data

WKN: VU1SDX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Porsche AG Vz
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2023-01-06
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 104.65
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.26
Parity: -0.63
Time value: 0.08
Break-even: 90.80
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 21.21%
Delta: 0.21
Theta: -0.02
Omega: 22.47
Rho: 0.02
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.066
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -52.24%
1 Month
  -75.38%
3 Months
  -34.69%
YTD
  -37.25%
1 Year
  -84.39%
3 Years     -
5 Years     -
1W High / 1W Low: 0.134 0.064
1M High / 1M Low: 0.300 0.064
6M High / 6M Low: 0.300 0.026
High (YTD): 2024-04-11 0.300
Low (YTD): 2024-01-22 0.026
52W High: 2023-05-23 0.430
52W Low: 2024-01-22 0.026
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.257
Avg. volume 1Y:   0.000
Volatility 1M:   223.08%
Volatility 6M:   268.16%
Volatility 1Y:   197.18%
Volatility 3Y:   -