BVT Call 24 FRE 20.12.2024
/ DE000VU89WK5
BVT Call 24 FRE 20.12.2024/ DE000VU89WK5 /
| 2024-07-08 8:27:29 AM |
Chg.+0.36 |
Bid5:30:03 PM |
Ask5:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
+6.49% |
5.92
Bid Size: 800 |
6.10
Ask Size: 800 |
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: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.68 |
| Intrinsic value: |
5.10 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
5.10 |
| Time value: |
1.18 |
| Break-even: |
30.28 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.32 |
| Spread %: |
5.37% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.08 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.91 |
| Previous Close: |
5.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.31% |
| 1 Month |
|
|
-20.03% |
| 3 Months |
|
|
+69.34% |
| YTD |
|
|
-8.37% |
| 1 Year |
|
|
+28.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.55 |
5.16 |
| 1M High / 1M Low: |
7.13 |
4.97 |
| 6M High / 6M Low: |
7.39 |
2.98 |
| High (YTD): |
2024-06-07 |
7.39 |
| Low (YTD): |
2024-04-03 |
2.98 |
| 52W High: |
2023-09-20 |
8.89 |
| 52W Low: |
2024-04-03 |
2.98 |
| Avg. price 1W: |
|
5.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
69.92% |
| Volatility 6M: |
|
107.40% |
| Volatility 1Y: |
|
98.27% |
| Volatility 3Y: |
|
- |
