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BVT Call 1 EURCHF 20.09.2024/  DE000VU5L3J5  /

Frankfurt Zert./VONT
23/08/2024  19:50:04 Chg.0.000 Bid19:50:04 Ask19:50:04 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 1.00 CHF 20/09/2024 Call
 

Master data

WKN: VU5L3J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.00 CHF
Maturity: 20/09/2024
Issue date: 04/04/2023
Last trading day: 20/09/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,111.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.05
Parity: -5.40
Time value: 0.09
Break-even: 1.05
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 1.06
Spread abs.: 0.09
Spread %: 8,900.00%
Delta: 0.06
Theta: 0.00
Omega: 71.50
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -98.00%
3 Months
  -99.82%
YTD
  -99.56%
1 Year
  -99.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.054 0.001
6M High / 6M Low: 0.570 0.001
High (YTD): 08/04/2024 0.570
Low (YTD): 23/08/2024 0.001
52W High: 29/09/2023 0.660
52W Low: 23/08/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   689.28%
Volatility 6M:   359.23%
Volatility 1Y:   265.44%
Volatility 3Y:   -