BVT Call 135 P911 20.12.2024
/ DE000VU89W56
BVT Call 135 P911 20.12.2024/ DE000VU89W56 /
2024-09-20 10:21:22 AM |
Chg.-0.001 |
Bid12:57:19 PM |
Ask12:57:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-50.00% |
0.001 Bid Size: 98,000 |
0.020 Ask Size: 98,000 |
PORSCHE AG VZ |
135.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
VU89W5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PORSCHE AG VZ |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-04 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
327.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.27 |
Parity: |
-6.62 |
Time value: |
0.02 |
Break-even: |
135.21 |
Moneyness: |
0.51 |
Premium: |
0.97 |
Premium p.a.: |
14.06 |
Spread abs.: |
0.02 |
Spread %: |
950.00% |
Delta: |
0.03 |
Theta: |
-0.01 |
Omega: |
9.05 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.002 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-66.67% |
1 Month |
|
|
-87.50% |
3 Months |
|
|
-90.00% |
YTD |
|
|
-97.78% |
1 Year |
|
|
-99.58% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.003 |
0.002 |
1M High / 1M Low: |
0.008 |
0.001 |
6M High / 6M Low: |
0.141 |
0.001 |
High (YTD): |
2024-04-12 |
0.141 |
Low (YTD): |
2024-09-11 |
0.001 |
52W High: |
2023-09-20 |
0.240 |
52W Low: |
2024-09-11 |
0.001 |
Avg. price 1W: |
|
0.003 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.004 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.033 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.056 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
766.46% |
Volatility 6M: |
|
551.10% |
Volatility 1Y: |
|
435.07% |
Volatility 3Y: |
|
- |