BVT Call 62 OXY 21.06.2024
/ DE000VU9L3L7
BVT Call 62 OXY 21.06.2024/ DE000VU9L3L7 /
| 2024-06-13 8:56:05 AM |
Chg.-0.025 |
Bid5:18:56 PM |
Ask5:18:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-58.14% |
0.011
Bid Size: 188,000 |
0.021
Ask Size: 188,000 |
Occidental Petroleum... |
62.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9L3L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Occidental Petroleum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
192.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.16 |
| Time value: |
0.03 |
| Break-even: |
57.63 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
3.48 |
| Spread abs.: |
0.01 |
| Spread %: |
52.63% |
| Delta: |
0.24 |
| Theta: |
-0.04 |
| Omega: |
46.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.043 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-93.33% |
| 3 Months |
|
|
-93.33% |
| YTD |
|
|
-95.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.028 |
| 1M High / 1M Low: |
0.270 |
0.028 |
| 6M High / 6M Low: |
0.820 |
0.028 |
| High (YTD): |
2024-04-15 |
0.820 |
| Low (YTD): |
2024-06-06 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
387.16% |
| Volatility 6M: |
|
233.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
