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BVT Call 10 FTE 20.12.2024/  DE000VU9DSF4  /

Frankfurt Zert./VONT
2024-09-20  4:45:05 PM Chg.+0.060 Bid6:18:30 PM Ask6:18:30 PM Underlying Strike price Expiration date Option type
1.000EUR +6.38% 0.980
Bid Size: 4,000		 1.040
Ask Size: 4,000		 ORANGE INH. ... 10.00 EUR 2024-12-20 Call
 

Master data

WKN: VU9DSF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.78
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.78
Implied volatility: 0.22
Historic volatility: 0.14
Parity: 0.78
Time value: 0.23
Break-even: 11.00
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 8.70%
Delta: 0.80
Theta: 0.00
Omega: 8.57
Rho: 0.02
 

Quote data

Open: 0.980
High: 1.040
Low: 0.980
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+92.31%
3 Months  
+194.12%
YTD  
+6.38%
1 Year
  -38.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.940
1M High / 1M Low: 1.080 0.500
6M High / 6M Low: 1.270 0.250
High (YTD): 2024-01-23 1.660
Low (YTD): 2024-06-14 0.250
52W High: 2023-12-04 1.700
52W Low: 2024-06-14 0.250
Avg. price 1W:   1.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   0.706
Avg. volume 6M:   0.000
Avg. price 1Y:   1.007
Avg. volume 1Y:   0.000
Volatility 1M:   131.17%
Volatility 6M:   151.20%
Volatility 1Y:   124.55%
Volatility 3Y:   -