BVT Call 40 DHL 19.12.2025/  DE000VM92H35  /

Frankfurt Zert./VONT
2024-06-14  8:03:07 PM Chg.-0.060 Bid8:03:07 PM Ask8:03:07 PM Underlying Strike price Expiration date Option type
0.350EUR -14.63% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 40.00 EUR 2025-12-19 Call
 

Master data

WKN: VM92H3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-09
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.93
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -0.23
Time value: 0.38
Break-even: 43.80
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.55
Theta: -0.01
Omega: 5.42
Rho: 0.25
 

Quote data

Open: 0.380
High: 0.380
Low: 0.350
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.53%
1 Month
  -28.57%
3 Months
  -10.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.350
1M High / 1M Low: 0.510 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.439
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -