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BVT Call 1.29 GBP/USD 20.09.2024/  DE000VU5L4A2  /

Frankfurt Zert./VONT
2024-08-01  2:04:13 PM Chg.-0.150 Bid3:18:05 PM Ask3:18:05 PM Underlying Strike price Expiration date Option type
0.710EUR -17.44% 0.710
Bid Size: 60,000		 0.720
Ask Size: 60,000		 - 1.29 USD 2024-09-20 Call
 

Master data

WKN: VU5L4A
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1.29 USD
Maturity: 2024-09-20
Issue date: 2023-04-04
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 121.20
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.06
Parity: -0.41
Time value: 0.98
Break-even: 1.20
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.54
Theta: 0.00
Omega: 65.01
Rho: 0.00
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.17%
1 Month  
+36.54%
3 Months
  -5.33%
YTD
  -69.00%
1 Year
  -78.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.860
1M High / 1M Low: 1.890 0.520
6M High / 6M Low: 2.190 0.520
High (YTD): 2024-01-08 2.380
Low (YTD): 2024-07-01 0.520
52W High: 2023-08-07 3.330
52W Low: 2024-07-01 0.520
Avg. price 1W:   1.004
Avg. volume 1W:   0.000
Avg. price 1M:   1.176
Avg. volume 1M:   0.000
Avg. price 6M:   1.176
Avg. volume 6M:   0.000
Avg. price 1Y:   1.622
Avg. volume 1Y:   0.000
Volatility 1M:   242.81%
Volatility 6M:   181.66%
Volatility 1Y:   158.32%
Volatility 3Y:   -