BVT Call 24 FRE 20.12.2024
/ DE000VU89WK5
BVT Call 24 FRE 20.12.2024/ DE000VU89WK5 /
| 2024-11-13 10:14:54 AM |
Chg.-0.17 |
Bid7:21:43 PM |
Ask7:21:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.28EUR |
-1.80% |
8.81
Bid Size: 2,000 |
8.91
Ask Size: 2,000 |
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: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.23 |
| Intrinsic value: |
9.16 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.21 |
| Parity: |
9.16 |
| Time value: |
0.37 |
| Break-even: |
33.53 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
2.14% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.22 |
| Rho: |
0.02 |
Quote data
| Open: |
9.24 |
| High: |
9.28 |
| Low: |
9.24 |
| Previous Close: |
9.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.29% |
| 1 Month |
|
|
-5.98% |
| 3 Months |
|
|
+24.56% |
| YTD |
|
|
+43.88% |
| 1 Year |
|
|
+93.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.04 |
9.45 |
| 1M High / 1M Low: |
11.04 |
9.18 |
| 6M High / 6M Low: |
11.04 |
4.90 |
| High (YTD): |
2024-11-07 |
11.04 |
| Low (YTD): |
2024-04-03 |
2.98 |
| 52W High: |
2024-11-07 |
11.04 |
| 52W Low: |
2024-04-03 |
2.98 |
| Avg. price 1W: |
|
10.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.14% |
| Volatility 6M: |
|
79.75% |
| Volatility 1Y: |
|
92.89% |
| Volatility 3Y: |
|
- |
