BVT Call 1 EURCHF 20.12.2024
/ DE000VU889G3
BVT Call 1 EURCHF 20.12.2024/ DE000VU889G3 /
| 10/06/2024 17:02:52 |
Chg.-0.030 |
Bid17:56:44 |
Ask17:56:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-8.33% |
0.340
Bid Size: 60,000 |
0.350
Ask Size: 60,000 |
CROSSRATE EUR/CHF |
1.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
VU889G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
04/07/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
270.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.05 |
| Parity: |
-3.26 |
| Time value: |
0.37 |
| Break-even: |
1.04 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
76.22 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.79% |
| 1 Month |
|
|
-41.07% |
| 3 Months |
|
|
-10.81% |
| YTD |
|
|
-2.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.830 |
0.360 |
| 6M High / 6M Low: |
0.830 |
0.260 |
| High (YTD): |
24/05/2024 |
0.830 |
| Low (YTD): |
08/01/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.34% |
| Volatility 6M: |
|
132.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
