BVT Call 130 EL 20.09.2024/  DE000VM8NQV6  /

Frankfurt Zert./VONT
05/07/2024  19:52:59 Chg.-0.009 Bid21:59:59 Ask21:59:59 Underlying Strike price Expiration date Option type
0.190EUR -4.52% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 130.00 USD 20/09/2024 Call
 

Master data

WKN: VM8NQV
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 20/09/2024
Issue date: 18/01/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.06
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -2.18
Time value: 0.21
Break-even: 122.06
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 1.85
Spread abs.: 0.01
Spread %: 4.93%
Delta: 0.20
Theta: -0.04
Omega: 9.42
Rho: 0.04
 

Quote data

Open: 0.191
High: 0.208
Low: 0.190
Previous Close: 0.199
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month
  -65.45%
3 Months
  -91.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.211 0.190
1M High / 1M Low: 0.550 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.201
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -