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BVT Call 10.5 FTE 20.12.2024/  DE000VU9DSR9  /

Frankfurt Zert./VONT
8/16/2024  10:33:45 AM Chg.-0.020 Bid1:11:40 PM Ask1:11:40 PM Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.250
Bid Size: 42,000		 0.260
Ask Size: 42,000		 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: 31.91
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.14
Parity: -0.29
Time value: 0.32
Break-even: 10.82
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 14.29%
Delta: 0.45
Theta: 0.00
Omega: 14.51
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+4.00%
3 Months
  -56.67%
YTD
  -60.61%
1 Year
  -60.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.350 0.250
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:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   0.723
Avg. volume 1Y:   0.000
Volatility 1M:   178.46%
Volatility 6M:   175.91%
Volatility 1Y:   145.36%
Volatility 3Y:   -