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BVT Call 10.5 FTE 20.12.2024/  DE000VU9DSR9  /

EUWAX
07/11/2024  08:41:11 Chg.-0.032 Bid11:28:08 Ask11:28:08 Underlying Strike price Expiration date Option type
0.034EUR -48.48% 0.026
Bid Size: 42,000		 0.036
Ask Size: 42,000		 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: 221.16
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.15
Parity: -0.55
Time value: 0.05
Break-even: 10.55
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 28.57%
Delta: 0.17
Theta: 0.00
Omega: 37.57
Rho: 0.00
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.61%
1 Month
  -65.66%
3 Months
  -87.41%
YTD
  -94.93%
1 Year
  -96.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.049
1M High / 1M Low: 0.196 0.049
6M High / 6M Low: 0.700 0.049
High (YTD): 23/01/2024 1.260
Low (YTD): 31/10/2024 0.049
52W High: 04/12/2023 1.300
52W Low: 31/10/2024 0.049
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   0.568
Avg. volume 1Y:   0.000
Volatility 1M:   406.62%
Volatility 6M:   284.96%
Volatility 1Y:   223.69%
Volatility 3Y:   -