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BVT Call 0.97 EURCHF 20.12.2024/  DE000VU9J0D4  /

EUWAX
2024-11-04  9:08:00 PM Chg.-0.033 Bid2024-11-04 Ask2024-11-04 Underlying Strike price Expiration date Option type
0.084EUR -28.21% 0.084
Bid Size: 60,000		 0.094
Ask Size: 60,000		 CROSSRATE EUR/CHF 0.97 CHF 2024-12-20 Call
 

Master data

WKN: VU9J0D
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.97 CHF
Maturity: 2024-12-20
Issue date: 2023-07-07
Last trading day: 2024-12-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 869.57
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.06
Parity: -2.90
Time value: 0.12
Break-even: 1.03
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 9.52%
Delta: 0.12
Theta: 0.00
Omega: 101.07
Rho: 0.00
 

Quote data

Open: 0.108
High: 0.108
Low: 0.082
Previous Close: 0.117
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -60.19%
3 Months
  -80.91%
YTD
  -86.23%
1 Year
  -94.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.117 0.063
1M High / 1M Low: 0.211 0.063
6M High / 6M Low: 2.140 0.063
High (YTD): 2024-05-24 2.140
Low (YTD): 2024-10-28 0.063
52W High: 2024-05-24 2.140
52W Low: 2024-10-28 0.063
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.726
Avg. volume 6M:   0.000
Avg. price 1Y:   0.854
Avg. volume 1Y:   9.055
Volatility 1M:   359.84%
Volatility 6M:   243.63%
Volatility 1Y:   192.29%
Volatility 3Y:   -