BVT Call 23 FRE 20.12.2024
/ DE000VM4SRV2
BVT Call 23 FRE 20.12.2024/ DE000VM4SRV2 /
| 10/9/2024 8:24:05 AM |
Chg.- |
Bid5:20:37 PM |
Ask5:20:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.94EUR |
- |
10.89
Bid Size: 12,000 |
10.93
Ask Size: 12,000 |
FRESENIUS SE+CO.KGAA... |
23.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VM4SRV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.33 |
| Intrinsic value: |
11.18 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.23 |
| Parity: |
11.18 |
| Time value: |
0.44 |
| Break-even: |
34.62 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.21 |
| Spread %: |
1.84% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.76 |
| Rho: |
0.04 |
Quote data
| Open: |
10.94 |
| High: |
10.94 |
| Low: |
10.94 |
| Previous Close: |
10.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.36% |
| 1 Month |
|
|
+0.92% |
| 3 Months |
|
|
+68.31% |
| YTD |
|
|
+51.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.32 |
10.59 |
| 1M High / 1M Low: |
11.75 |
10.42 |
| 6M High / 6M Low: |
11.75 |
4.15 |
| High (YTD): |
9/16/2024 |
11.75 |
| Low (YTD): |
4/3/2024 |
3.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.26% |
| Volatility 6M: |
|
85.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
