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BVT Call 10.5 FTE 20.12.2024/  DE000VU9DSR9  /

EUWAX
2024-09-20  8:42:25 AM Chg.-0.180 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.520EUR -25.71% -
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: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+108.00%
3 Months  
+209.52%
YTD
  -22.39%
1 Year
  -55.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.520
1M High / 1M Low: 0.700 0.240
6M High / 6M Low: 0.880 0.111
High (YTD): 2024-01-23 1.260
Low (YTD): 2024-07-02 0.111
52W High: 2023-12-04 1.300
52W Low: 2024-07-02 0.111
Avg. price 1W:   0.616
Avg. volume 1W:   0.000
Avg. price 1M:   0.451
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   0.681
Avg. volume 1Y:   0.000
Volatility 1M:   240.26%
Volatility 6M:   229.52%
Volatility 1Y:   179.15%
Volatility 3Y:   -