BVT Call 10.5 FTE 20.12.2024
/ DE000VU9DSR9
BVT Call 10.5 FTE 20.12.2024/ DE000VU9DSR9 /
8/28/2024 8:01:13 PM |
Chg.0.000 |
Bid9:56:38 PM |
Ask9:56:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
ORANGE INH. ... |
10.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
VU9DSR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/5/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
28.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.14 |
Parity: |
-0.12 |
Time value: |
0.36 |
Break-even: |
10.86 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.05 |
Spread %: |
16.13% |
Delta: |
0.52 |
Theta: |
0.00 |
Omega: |
14.88 |
Rho: |
0.02 |
Quote data
Open: |
0.330 |
High: |
0.340 |
Low: |
0.320 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+50.68% |
1 Month |
|
|
-5.71% |
3 Months |
|
|
-25.00% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-54.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.219 |
1M High / 1M Low: |
0.350 |
0.219 |
6M High / 6M Low: |
0.900 |
0.123 |
High (YTD): |
1/23/2024 |
1.250 |
Low (YTD): |
7/2/2024 |
0.123 |
52W High: |
9/21/2023 |
1.320 |
52W Low: |
7/2/2024 |
0.123 |
Avg. price 1W: |
|
0.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.418 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.709 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
178.91% |
Volatility 6M: |
|
180.53% |
Volatility 1Y: |
|
147.85% |
Volatility 3Y: |
|
- |