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BVT Call 10.5 FTE 20.12.2024/  DE000VU9DSR9  /

Frankfurt Zert./VONT
7/24/2024  8:02:47 PM Chg.0.000 Bid8:49:29 AM Ask8:49:29 AM Underlying Strike price Expiration date Option type
0.290EUR 0.00% 0.290
Bid Size: 10,000		 0.310
Ask Size: 10,000		 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: 28.79
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -0.43
Time value: 0.35
Break-even: 10.85
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.07
Spread %: 25.00%
Delta: 0.43
Theta: 0.00
Omega: 12.45
Rho: 0.02
 

Quote data

Open: 0.280
High: 0.340
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month  
+89.54%
3 Months
  -39.58%
YTD
  -56.06%
1 Year
  -73.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 0.350 0.123
6M High / 6M Low: 1.200 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:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.531
Avg. volume 6M:   0.000
Avg. price 1Y:   0.750
Avg. volume 1Y:   0.000
Volatility 1M:   196.18%
Volatility 6M:   168.72%
Volatility 1Y:   142.50%
Volatility 3Y:   -