BVT Call 10 FTE 20.12.2024
/ DE000VU9DSF4
BVT Call 10 FTE 20.12.2024/ DE000VU9DSF4 /
| 19/09/2024 19:42:25 |
Chg.-0.140 |
Bid21:56:05 |
Ask21:56:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-12.96% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
10.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/07/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
0.91 |
| Time value: |
0.27 |
| Break-even: |
11.18 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
8.26% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
7.28 |
| Rho: |
0.02 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
0.910 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.48% |
| 1 Month |
|
|
+80.77% |
| 3 Months |
|
|
+176.47% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
-41.98% |
| 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): |
23/01/2024 |
1.660 |
| Low (YTD): |
14/06/2024 |
0.250 |
| 52W High: |
04/12/2023 |
1.700 |
| 52W Low: |
14/06/2024 |
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: |
|
- |
