BVT Call 140 ORCL 21.06.2024
/ DE000VU909F1
BVT Call 140 ORCL 21.06.2024/ DE000VU909F1 /
| 6/18/2024 9:51:46 AM |
Chg.+0.125 |
Bid7:49:00 PM |
Ask7:49:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.201EUR |
+164.47% |
0.470
Bid Size: 57,000 |
0.480
Ask Size: 57,000 |
Oracle Corp |
140.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU909F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/17/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.31 |
| Parity: |
0.12 |
| Time value: |
0.09 |
| Break-even: |
132.52 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.01 |
| Spread %: |
4.85% |
| Delta: |
0.64 |
| Theta: |
-0.23 |
| Omega: |
39.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.201 |
| High: |
0.201 |
| Low: |
0.201 |
| Previous Close: |
0.076 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+101.00% |
| 1 Month |
|
|
+151.25% |
| 3 Months |
|
|
-39.09% |
| YTD |
|
|
+128.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.076 |
| 1M High / 1M Low: |
0.260 |
0.027 |
| 6M High / 6M Low: |
0.520 |
0.027 |
| High (YTD): |
3/12/2024 |
0.520 |
| Low (YTD): |
6/3/2024 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
541.16% |
| Volatility 6M: |
|
520.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
