BVT Call 130 EL 20.09.2024/  DE000VM8NQV6  /

Frankfurt Zert./VONT
30/07/2024  19:51:32 Chg.-0.001 Bid21:59:37 Ask21:59:37 Underlying Strike price Expiration date Option type
0.102EUR -0.97% -
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: 83.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.39
Parity: -2.71
Time value: 0.11
Break-even: 121.27
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 5.39
Spread abs.: 0.01
Spread %: 9.90%
Delta: 0.13
Theta: -0.04
Omega: 10.77
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.102
Low: 0.092
Previous Close: 0.103
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.67%
1 Month
  -52.34%
3 Months
  -95.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.114 0.103
1M High / 1M Low: 0.219 0.092
6M High / 6M Low: 3.390 0.092
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   1.524
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.49%
Volatility 6M:   193.88%
Volatility 1Y:   -
Volatility 3Y:   -