BVT Call 27 FRE 20.12.2024
/ DE000VU89W49
BVT Call 27 FRE 20.12.2024/ DE000VU89W49 /
| 2024-11-13 10:14:52 AM |
Chg.-0.17 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.34EUR |
-2.61% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
27.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
VU89W4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.24 |
| Intrinsic value: |
6.16 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.21 |
| Parity: |
6.16 |
| Time value: |
0.43 |
| Break-even: |
33.59 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.20 |
| Spread %: |
3.13% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.48 |
| Rho: |
0.02 |
Quote data
| Open: |
6.30 |
| High: |
6.34 |
| Low: |
6.30 |
| Previous Close: |
6.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.27% |
| 1 Month |
|
|
-9.04% |
| 3 Months |
|
|
+31.54% |
| YTD |
|
|
+42.47% |
| 1 Year |
|
|
+101.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.10 |
6.51 |
| 1M High / 1M Low: |
8.10 |
6.29 |
| 6M High / 6M Low: |
8.10 |
2.82 |
| High (YTD): |
2024-11-07 |
8.10 |
| Low (YTD): |
2024-04-03 |
1.58 |
| 52W High: |
2024-11-07 |
8.10 |
| 52W Low: |
2024-04-03 |
1.58 |
| Avg. price 1W: |
|
7.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
114.54% |
| Volatility 6M: |
|
108.70% |
| Volatility 1Y: |
|
122.68% |
| Volatility 3Y: |
|
- |
