BVT Call 10.5 FTE 21.03.2025/  DE000VD3NVQ8  /

Frankfurt Zert./VONT
2024-06-14  7:55:56 PM Chg.-0.034 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.169EUR -16.75% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.50 EUR 2025-03-21 Call
 

Master data

WKN: VD3NVQ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 50.78
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.14
Parity: -1.21
Time value: 0.18
Break-even: 10.68
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 7.65%
Delta: 0.26
Theta: 0.00
Omega: 13.22
Rho: 0.02
 

Quote data

Open: 0.166
High: 0.169
Low: 0.160
Previous Close: 0.203
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -61.59%
1 Month
  -71.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.169
1M High / 1M Low: 0.700 0.169
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -