BVT Call 10.5 FTE 20.12.2024
/ DE000VU9DSR9
BVT Call 10.5 FTE 20.12.2024/ DE000VU9DSR9 /
| 2024-06-21 8:41:09 AM |
Chg.+0.010 |
Bid9:37:30 AM |
Ask9:37:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.168EUR |
+6.33% |
0.167
Bid Size: 44,000 |
0.177
Ask Size: 44,000 |
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: |
50.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
-0.97 |
| Time value: |
0.19 |
| Break-even: |
10.69 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
9.36% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
14.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.168 |
| High: |
0.168 |
| Low: |
0.168 |
| Previous Close: |
0.158 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.66% |
| 1 Month |
|
|
-72.90% |
| 3 Months |
|
|
-75.65% |
| YTD |
|
|
-74.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.159 |
0.145 |
| 1M High / 1M Low: |
0.640 |
0.145 |
| 6M High / 6M Low: |
1.260 |
0.145 |
| High (YTD): |
2024-01-23 |
1.260 |
| Low (YTD): |
2024-06-17 |
0.145 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.669 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.43% |
| Volatility 6M: |
|
168.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
