BVT Call 24 FRE 20.12.2024
/ DE000VU89WK5
BVT Call 24 FRE 20.12.2024/ DE000VU89WK5 /
| 2024-07-31 8:27:13 AM |
Chg.-0.04 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.36EUR |
-0.48% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.26 |
| Intrinsic value: |
7.90 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.23 |
| Parity: |
7.90 |
| Time value: |
1.45 |
| Break-even: |
33.35 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.75 |
| Spread %: |
8.72% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.88 |
| Rho: |
0.07 |
Quote data
| Open: |
8.36 |
| High: |
8.36 |
| Low: |
8.36 |
| Previous Close: |
8.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.23% |
| 1 Month |
|
|
+61.70% |
| 3 Months |
|
|
+58.03% |
| YTD |
|
|
+29.61% |
| 1 Year |
|
|
+13.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.50 |
7.87 |
| 1M High / 1M Low: |
8.50 |
5.16 |
| 6M High / 6M Low: |
8.50 |
2.98 |
| High (YTD): |
2024-07-29 |
8.50 |
| Low (YTD): |
2024-04-03 |
2.98 |
| 52W High: |
2023-09-20 |
8.89 |
| 52W Low: |
2024-04-03 |
2.98 |
| Avg. price 1W: |
|
8.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.22% |
| Volatility 6M: |
|
108.15% |
| Volatility 1Y: |
|
97.18% |
| Volatility 3Y: |
|
- |
