BVT Call 24 FRE 20.12.2024
/ DE000VU89WK5
BVT Call 24 FRE 20.12.2024/ DE000VU89WK5 /
2024-10-10 1:43:49 PM |
Chg.-0.310 |
Bid1:44:02 PM |
Ask1:44:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.060EUR |
-2.99% |
10.040 Bid Size: 12,000 |
10.080 Ask Size: 12,000 |
FRESENIUS SE+CO.KGAA... |
24.00 - |
2024-12-20 |
Call |
Master data
WKN: |
VU89WK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-04 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.33 |
Intrinsic value: |
10.18 |
Implied volatility: |
0.61 |
Historic volatility: |
0.23 |
Parity: |
10.18 |
Time value: |
0.47 |
Break-even: |
34.65 |
Moneyness: |
1.42 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.21 |
Spread %: |
2.01% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
2.98 |
Rho: |
0.04 |
Quote data
Open: |
10.120 |
High: |
10.120 |
Low: |
10.060 |
Previous Close: |
10.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.28% |
1 Month |
|
|
-1.28% |
3 Months |
|
|
+72.56% |
YTD |
|
|
+56.70% |
1 Year |
|
|
+60.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.370 |
9.800 |
1M High / 1M Low: |
10.880 |
9.450 |
6M High / 6M Low: |
10.880 |
3.490 |
High (YTD): |
2024-09-13 |
10.880 |
Low (YTD): |
2024-04-02 |
3.030 |
52W High: |
2024-09-13 |
10.880 |
52W Low: |
2024-04-02 |
3.030 |
Avg. price 1W: |
|
10.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.230 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.096 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
54.33% |
Volatility 6M: |
|
83.29% |
Volatility 1Y: |
|
90.15% |
Volatility 3Y: |
|
- |