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BVT Call 24 FRE 20.12.2024/  DE000VU89WK5  /

Frankfurt Zert./VONT
9/17/2024  7:43:49 PM Chg.+0.280 Bid9:58:11 PM Ask9:58:11 PM Underlying Strike price Expiration date Option type
10.700EUR +2.69% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 24.00 - 12/20/2024 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: 12/20/2024
Issue date: 7/4/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 10.25
Intrinsic value: 10.04
Implied volatility: 0.55
Historic volatility: 0.23
Parity: 10.04
Time value: 0.57
Break-even: 34.61
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.21
Spread %: 2.02%
Delta: 0.92
Theta: -0.01
Omega: 2.96
Rho: 0.05
 

Quote data

Open: 10.510
High: 10.760
Low: 10.510
Previous Close: 10.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+27.38%
3 Months  
+68.24%
YTD  
+66.67%
1 Year  
+35.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.880 10.190
1M High / 1M Low: 10.880 8.400
6M High / 6M Low: 10.880 3.030
High (YTD): 9/13/2024 10.880
Low (YTD): 4/2/2024 3.030
52W High: 9/13/2024 10.880
52W Low: 4/2/2024 3.030
Avg. price 1W:   10.384
Avg. volume 1W:   0.000
Avg. price 1M:   9.656
Avg. volume 1M:   0.000
Avg. price 6M:   6.395
Avg. volume 6M:   0.000
Avg. price 1Y:   5.925
Avg. volume 1Y:   0.000
Volatility 1M:   47.59%
Volatility 6M:   86.10%
Volatility 1Y:   91.49%
Volatility 3Y:   -