BVT Call 10.5 FTE 20.12.2024
/ DE000VU9DSR9
BVT Call 10.5 FTE 20.12.2024/ DE000VU9DSR9 /
| 04/07/2024 20:01:29 |
Chg.+0.009 |
Bid20:01:29 |
Ask20:01:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
+6.21% |
0.154
Bid Size: 10,000 |
0.187
Ask Size: 10,000 |
ORANGE INH. ... |
10.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/07/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
56.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
-0.98 |
| Time value: |
0.17 |
| Break-even: |
10.67 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
21.43% |
| Delta: |
0.26 |
| Theta: |
0.00 |
| Omega: |
14.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.141 |
| High: |
0.157 |
| Low: |
0.141 |
| Previous Close: |
0.145 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.41% |
| 1 Month |
|
|
-74.33% |
| 3 Months |
|
|
-78.61% |
| YTD |
|
|
-76.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.145 |
0.123 |
| 1M High / 1M Low: |
0.650 |
0.123 |
| 6M High / 6M Low: |
1.250 |
0.123 |
| High (YTD): |
23/01/2024 |
1.250 |
| Low (YTD): |
02/07/2024 |
0.123 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.99% |
| Volatility 6M: |
|
158.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
