BVT Call 24 SGE 20.12.2024
/ DE000VU9DSN8
BVT Call 24 SGE 20.12.2024/ DE000VU9DSN8 /
| 2024-11-06 8:37:36 AM |
Chg.-0.22 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.20EUR |
-6.43% |
-
Bid Size: - |
-
Ask Size: - |
STE GENERALE INH. EO... |
24.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VU9DSN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
2.78 |
| Time value: |
0.61 |
| Break-even: |
27.38 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.34 |
| Spread %: |
11.18% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
6.28 |
| Rho: |
0.02 |
Quote data
| Open: |
3.20 |
| High: |
3.20 |
| Low: |
3.20 |
| Previous Close: |
3.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+178.26% |
| 1 Month |
|
|
+471.43% |
| 3 Months |
|
|
+442.37% |
| YTD |
|
|
+19.40% |
| 1 Year |
|
|
+93.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.82 |
1.15 |
| 1M High / 1M Low: |
3.82 |
0.71 |
| 6M High / 6M Low: |
4.88 |
0.38 |
| High (YTD): |
2024-06-03 |
4.88 |
| Low (YTD): |
2024-08-15 |
0.38 |
| 52W High: |
2024-06-03 |
4.88 |
| 52W Low: |
2024-08-15 |
0.38 |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
699.49% |
| Volatility 6M: |
|
344.06% |
| Volatility 1Y: |
|
262.34% |
| Volatility 3Y: |
|
- |
