BVT Call 120 ORCL 21.06.2024
/ DE000VU9LV42
BVT Call 120 ORCL 21.06.2024/ DE000VU9LV42 /
| 18/06/2024 08:56:28 |
Chg.+0.30 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+17.44% |
-
Bid Size: - |
-
Ask Size: - |
Oracle Corp |
120.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VU9LV4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
07/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.31 |
| Parity: |
1.98 |
| Time value: |
0.03 |
| Break-even: |
131.83 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.96 |
| Theta: |
-0.20 |
| Omega: |
6.27 |
| Rho: |
0.01 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+176.71% |
| 1 Month |
|
|
+225.81% |
| 3 Months |
|
|
+80.36% |
| YTD |
|
|
+461.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
0.73 |
| 1M High / 1M Low: |
1.90 |
0.36 |
| 6M High / 6M Low: |
1.90 |
0.25 |
| High (YTD): |
13/06/2024 |
1.90 |
| Low (YTD): |
09/01/2024 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.84% |
| Volatility 6M: |
|
328.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
