OverviewChartNewsTraderScreen

BVT Call 1 EURCHF 20.09.2024/  DE000VU5L3J5  /

Frankfurt Zert./VONT
2024-06-11  7:52:19 PM Chg.+0.031 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
0.183EUR +20.39% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 1.00 CHF 2024-09-20 Call
 

Master data

WKN: VU5L3J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.00 CHF
Maturity: 2024-09-20
Issue date: 2023-04-04
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 598.80
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.05
Parity: -3.61
Time value: 0.17
Break-even: 1.04
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 6.37%
Delta: 0.14
Theta: 0.00
Omega: 84.82
Rho: 0.00
 

Quote data

Open: 0.164
High: 0.183
Low: 0.150
Previous Close: 0.152
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.11%
1 Month
  -46.18%
3 Months
  -11.17%
YTD
  -19.74%
1 Year
  -80.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.183 0.151
1M High / 1M Low: 0.560 0.151
6M High / 6M Low: 0.570 0.151
High (YTD): 2024-04-08 0.570
Low (YTD): 2024-06-07 0.151
52W High: 2023-06-21 1.020
52W Low: 2024-06-07 0.151
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.457
Avg. volume 1Y:   0.000
Volatility 1M:   233.86%
Volatility 6M:   175.99%
Volatility 1Y:   141.93%
Volatility 3Y:   -