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BVT Call 10.5 FTE 20.12.2024/  DE000VU9DSR9  /

Frankfurt Zert./VONT
11/6/2024  8:06:53 PM Chg.-0.030 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
0.035EUR -46.15% -
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: 124.26
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -0.44
Time value: 0.08
Break-even: 10.58
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 24.62%
Delta: 0.25
Theta: 0.00
Omega: 31.20
Rho: 0.00
 

Quote data

Open: 0.023
High: 0.035
Low: 0.023
Previous Close: 0.065
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month
  -61.11%
3 Months
  -88.33%
YTD
  -94.70%
1 Year
  -96.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.060
1M High / 1M Low: 0.192 0.060
6M High / 6M Low: 0.670 0.060
High (YTD): 1/23/2024 1.250
Low (YTD): 10/30/2024 0.060
52W High: 12/4/2023 1.310
52W Low: 10/30/2024 0.060
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.315
Avg. volume 6M:   0.000
Avg. price 1Y:   0.566
Avg. volume 1Y:   0.000
Volatility 1M:   340.45%
Volatility 6M:   239.04%
Volatility 1Y:   192.23%
Volatility 3Y:   -