BVT Call 10 FTE 20.12.2024
/ DE000VU9DSF4
BVT Call 10 FTE 20.12.2024/ DE000VU9DSF4 /
| 9/20/2024 8:42:23 AM |
Chg.-0.210 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-18.58% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
10.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
0.83 |
| Time value: |
0.24 |
| Break-even: |
11.07 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
8.08% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
8.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+73.58% |
| 3 Months |
|
|
+178.79% |
| YTD |
|
|
-5.15% |
| 1 Year |
|
|
-45.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.920 |
| 1M High / 1M Low: |
1.130 |
0.530 |
| 6M High / 6M Low: |
1.270 |
0.240 |
| High (YTD): |
1/23/2024 |
1.660 |
| Low (YTD): |
7/2/2024 |
0.240 |
| 52W High: |
12/4/2023 |
1.690 |
| 52W Low: |
7/2/2024 |
0.240 |
| Avg. price 1W: |
|
1.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.704 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.006 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
154.35% |
| Volatility 6M: |
|
190.76% |
| Volatility 1Y: |
|
148.58% |
| Volatility 3Y: |
|
- |
