BVT Call 160 DB1 20.09.2024/  DE000VM25XV1  /

Frankfurt Zert./VONT
2024-07-26  7:51:17 PM Chg.0.000 Bid8:00:17 PM Ask8:00:17 PM Underlying Strike price Expiration date Option type
3.010EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 160.00 EUR 2024-09-20 Call
 

Master data

WKN: VM25XV
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-03
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.03
Leverage: Yes

Calculated values

Fair value: 2.90
Intrinsic value: 2.82
Implied volatility: 0.41
Historic volatility: 0.15
Parity: 2.82
Time value: 0.31
Break-even: 191.20
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.15
Spread %: 5.05%
Delta: 0.87
Theta: -0.07
Omega: 5.23
Rho: 0.20
 

Quote data

Open: 3.000
High: 3.040
Low: 2.960
Previous Close: 3.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.15%
1 Month
  -13.26%
3 Months  
+21.37%
YTD
  -5.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.410 2.890
1M High / 1M Low: 3.630 2.870
6M High / 6M Low: 3.680 2.140
High (YTD): 2024-02-29 3.680
Low (YTD): 2024-05-14 2.140
52W High: - -
52W Low: - -
Avg. price 1W:   3.096
Avg. volume 1W:   0.000
Avg. price 1M:   3.180
Avg. volume 1M:   0.000
Avg. price 6M:   3.003
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.39%
Volatility 6M:   99.86%
Volatility 1Y:   -
Volatility 3Y:   -