BVT Call 150 EL 20.09.2024/  DE000VM7PA91  /

Frankfurt Zert./VONT
2024-07-05  7:43:49 PM Chg.+0.019 Bid9:57:27 PM Ask9:57:27 PM Underlying Strike price Expiration date Option type
0.075EUR +33.93% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 150.00 USD 2024-09-20 Call
 

Master data

WKN: VM7PA9
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 119.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.39
Parity: -4.03
Time value: 0.08
Break-even: 139.20
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 4.37
Spread abs.: 0.01
Spread %: 13.89%
Delta: 0.09
Theta: -0.02
Omega: 10.40
Rho: 0.02
 

Quote data

Open: 0.054
High: 0.079
Low: 0.054
Previous Close: 0.056
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.54%
1 Month
  -52.53%
3 Months
  -94.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.056
1M High / 1M Low: 0.158 0.056
6M High / 6M Low: 2.160 0.056
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.946
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.14%
Volatility 6M:   242.68%
Volatility 1Y:   -
Volatility 3Y:   -