BVT Call 55 OXY 21.06.2024
/ DE000VU9UKC2
BVT Call 55 OXY 21.06.2024/ DE000VU9UKC2 /
| 2024-06-13 8:41:41 AM |
Chg.-0.080 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-13.56% |
-
Bid Size: - |
-
Ask Size: - |
Occidental Petroleum... |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9UKC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Occidental Petroleum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
0.49 |
| Time value: |
0.03 |
| Break-even: |
56.07 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
9.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
-39.29% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
-32.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.480 |
| 1M High / 1M Low: |
0.840 |
0.460 |
| 6M High / 6M Low: |
1.420 |
0.460 |
| High (YTD): |
2024-04-15 |
1.420 |
| Low (YTD): |
2024-06-04 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.78% |
| Volatility 6M: |
|
121.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
