BVT Call 11 FTE 20.12.2024
/ DE000VU9DTS5
BVT Call 11 FTE 20.12.2024/ DE000VU9DTS5 /
| 2024-06-19 7:50:53 PM |
Chg.+0.002 |
Bid8:31:49 AM |
Ask8:31:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+2.90% |
0.072
Bid Size: 10,000 |
0.082
Ask Size: 10,000 |
ORANGE INH. ... |
11.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VU9DTS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
114.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-1.64 |
| Time value: |
0.08 |
| Break-even: |
11.08 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
16.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.068 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.05% |
| 1 Month |
|
|
-80.28% |
| 3 Months |
|
|
-82.68% |
| YTD |
|
|
-83.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.061 |
| 1M High / 1M Low: |
0.380 |
0.061 |
| 6M High / 6M Low: |
0.890 |
0.061 |
| High (YTD): |
2024-01-23 |
0.890 |
| Low (YTD): |
2024-06-14 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.46% |
| Volatility 6M: |
|
176.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
