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BVT Call 80 P911 21.06.2024/  DE000VU1EMF2  /

Frankfurt Zert./VONT
6/10/2024  7:40:46 PM Chg.-0.012 Bid7:40:46 PM Ask7:40:46 PM Underlying Strike price Expiration date Option type
0.026EUR -31.58% 0.026
Bid Size: 10,000		 0.038
Ask Size: 10,000		 Porsche AG Vz 80.00 EUR 6/21/2024 Call
 

Master data

WKN: VU1EMF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Porsche AG Vz
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/21/2024
Issue date: 1/4/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 163.87
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -0.46
Time value: 0.05
Break-even: 80.46
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 7.71
Spread abs.: 0.01
Spread %: 35.29%
Delta: 0.18
Theta: -0.06
Omega: 30.13
Rho: 0.00
 

Quote data

Open: 0.024
High: 0.028
Low: 0.024
Previous Close: 0.038
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -90.00%
3 Months
  -93.16%
YTD
  -92.97%
1 Year
  -96.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.038
1M High / 1M Low: 0.460 0.013
6M High / 6M Low: 0.810 0.013
High (YTD): 4/11/2024 0.810
Low (YTD): 5/29/2024 0.013
52W High: 8/2/2023 0.870
52W Low: 5/29/2024 0.013
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   0.000
Volatility 1M:   930.88%
Volatility 6M:   403.55%
Volatility 1Y:   288.72%
Volatility 3Y:   -