BVT Call 24 FRE 20.12.2024
/ DE000VU89WK5
BVT Call 24 FRE 20.12.2024/ DE000VU89WK5 /
18/10/2024 16:44:11 |
Chg.+0.150 |
Bid19:11:44 |
Ask19:11:44 |
Underlying |
Strike price |
Expiration date |
Option type |
9.680EUR |
+1.57% |
9.640 Bid Size: 2,000 |
9.740 Ask Size: 2,000 |
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: |
3.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.48 |
Intrinsic value: |
9.35 |
Implied volatility: |
0.61 |
Historic volatility: |
0.21 |
Parity: |
9.35 |
Time value: |
0.44 |
Break-even: |
33.79 |
Moneyness: |
1.39 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.20 |
Spread %: |
2.09% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
3.16 |
Rho: |
0.04 |
Quote data
Open: |
9.620 |
High: |
9.680 |
Low: |
9.460 |
Previous Close: |
9.530 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.51% |
1 Month |
|
|
-9.11% |
3 Months |
|
|
+40.49% |
YTD |
|
|
+50.78% |
1 Year |
|
|
+129.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.950 |
9.530 |
1M High / 1M Low: |
10.650 |
9.450 |
6M High / 6M Low: |
10.880 |
4.430 |
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: |
|
9.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.961 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.504 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.210 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
50.99% |
Volatility 6M: |
|
75.47% |
Volatility 1Y: |
|
86.85% |
Volatility 3Y: |
|
- |