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BVT Call 24 FRE 20.12.2024/  DE000VU89WK5  /

Frankfurt Zert./VONT
10/10/2024  13:43:49 Chg.-0.310 Bid14:05:01 Ask14:05:01 Underlying Strike price Expiration date Option type
10.060EUR -2.99% 10.050
Bid Size: 12,000		 10.090
Ask Size: 12,000		 FRESENIUS SE+CO.KGAA... 24.00 - 20/12/2024 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: 20/12/2024
Issue date: 04/07/2023
Last trading day: 20/12/2024
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): 13/09/2024 10.880
Low (YTD): 02/04/2024 3.030
52W High: 13/09/2024 10.880
52W Low: 02/04/2024 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:   -