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BVT Call 24 ARRD 21.06.2024/  DE000VU430J0  /

Frankfurt Zert./VONT
2024-06-17  4:52:47 PM Chg.-0.002 Bid5:36:04 PM Ask6:18:37 PM Underlying Strike price Expiration date Option type
0.001EUR -66.67% 0.001
Bid Size: 10,000		 0.066
Ask Size: 10,000		 ARCELORMITTAL S.A. N... 24.00 EUR 2024-06-21 Call
 

Master data

WKN: VU430J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-06-21
Issue date: 2023-03-21
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 362.08
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.25
Parity: -0.47
Time value: 0.07
Break-even: 24.07
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 6.63
Spread abs.: 0.06
Spread %: 2,066.67%
Delta: 0.21
Theta: -0.02
Omega: 76.15
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.003
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -99.37%
1 Month
  -99.90%
3 Months
  -99.94%
YTD
  -99.97%
1 Year
  -99.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.158 0.003
1M High / 1M Low: 0.960 0.003
6M High / 6M Low: 3.910 0.003
High (YTD): 2024-02-09 3.690
Low (YTD): 2024-06-14 0.003
52W High: 2023-07-31 5.000
52W Low: 2024-06-14 0.003
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   1.853
Avg. volume 6M:   0.000
Avg. price 1Y:   2.388
Avg. volume 1Y:   0.000
Volatility 1M:   658.49%
Volatility 6M:   326.61%
Volatility 1Y:   254.13%
Volatility 3Y:   -