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BVT Call 26 SGE 20.12.2024/  DE000VU9DSP3  /

Frankfurt Zert./VONT
2024-11-06  7:52:32 PM Chg.+0.260 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
1.700EUR +18.06% -
Bid Size: -		 -
Ask Size: -		 STE GENERALE INH. EO... 26.00 EUR 2024-12-20 Call
 

Master data

WKN: VU9DSP
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.04
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.78
Implied volatility: 0.36
Historic volatility: 0.27
Parity: 0.78
Time value: 1.01
Break-even: 27.78
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.36
Spread abs.: 0.25
Spread %: 16.34%
Delta: 0.63
Theta: -0.02
Omega: 9.47
Rho: 0.02
 

Quote data

Open: 2.400
High: 2.400
Low: 1.590
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+269.57%
1 Month  
+507.14%
3 Months  
+672.73%
YTD
  -5.03%
1 Year  
+58.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 0.460
1M High / 1M Low: 2.020 0.300
6M High / 6M Low: 3.350 0.143
High (YTD): 2024-05-30 3.350
Low (YTD): 2024-08-14 0.143
52W High: 2024-05-30 3.350
52W Low: 2024-08-14 0.143
Avg. price 1W:   1.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.642
Avg. volume 1M:   0.000
Avg. price 6M:   0.964
Avg. volume 6M:   0.000
Avg. price 1Y:   1.194
Avg. volume 1Y:   0.000
Volatility 1M:   745.00%
Volatility 6M:   369.50%
Volatility 1Y:   276.66%
Volatility 3Y:   -