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BVT Call 10.5 FTE 20.12.2024/  DE000VU9DSR9  /

Frankfurt Zert./VONT
2024-09-20  8:01:43 PM Chg.+0.020 Bid9:57:16 PM Ask9:57:16 PM Underlying Strike price Expiration date Option type
0.580EUR +3.57% -
Bid Size: -		 -
Ask Size: -		 ORANGE INH. ... 10.50 EUR 2024-12-20 Call
 

Master data

WKN: VU9DSR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.66
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.33
Implied volatility: 0.19
Historic volatility: 0.14
Parity: 0.33
Time value: 0.32
Break-even: 11.15
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 12.07%
Delta: 0.68
Theta: 0.00
Omega: 11.26
Rho: 0.02
 

Quote data

Open: 0.580
High: 0.620
Low: 0.580
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month  
+164.84%
3 Months  
+202.08%
YTD
  -12.12%
1 Year
  -50.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.560
1M High / 1M Low: 0.670 0.219
6M High / 6M Low: 0.900 0.123
High (YTD): 2024-01-23 1.250
Low (YTD): 2024-07-02 0.123
52W High: 2023-12-04 1.310
52W Low: 2024-07-02 0.123
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   0.678
Avg. volume 1Y:   0.000
Volatility 1M:   205.29%
Volatility 6M:   192.31%
Volatility 1Y:   155.57%
Volatility 3Y:   -