BVT Call 10 FTE 20.12.2024
/ DE000VU9DSF4
BVT Call 10 FTE 20.12.2024/ DE000VU9DSF4 /
| 2024-09-20 8:42:23 AM |
Chg.-0.21 |
Bid9:14:04 PM |
Ask9:14:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.92EUR |
-18.58% |
0.99
Bid Size: 3,100 |
1.07
Ask Size: 3,100 |
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: |
0.92 |
| High: |
0.92 |
| Low: |
0.92 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+50.82% |
| 3 Months |
|
|
+196.77% |
| YTD |
|
|
-5.15% |
| 1 Year |
|
|
-42.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.98 |
| 1M High / 1M Low: |
1.13 |
0.53 |
| 6M High / 6M Low: |
1.27 |
0.24 |
| High (YTD): |
2024-01-23 |
1.66 |
| Low (YTD): |
2024-07-02 |
0.24 |
| 52W High: |
2023-12-04 |
1.69 |
| 52W Low: |
2024-07-02 |
0.24 |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
146.13% |
| Volatility 6M: |
|
189.15% |
| Volatility 1Y: |
|
147.49% |
| Volatility 3Y: |
|
- |
