BVT Call 30 FRE 20.09.2024
/ DE000VM25Y93
BVT Call 30 FRE 20.09.2024/ DE000VM25Y93 /
| 9/6/2024 8:03:49 PM |
Chg.-0.710 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.210EUR |
-18.11% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
30.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
VM25Y9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.23 |
| Parity: |
3.80 |
| Time value: |
0.29 |
| Break-even: |
34.09 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.21 |
| Spread %: |
5.41% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
7.22 |
| Rho: |
0.01 |
Quote data
| Open: |
3.470 |
| High: |
3.480 |
| Low: |
3.210 |
| Previous Close: |
3.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.87% |
| 1 Month |
|
|
+84.48% |
| 3 Months |
|
|
+56.59% |
| YTD |
|
|
+40.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
3.210 |
| 1M High / 1M Low: |
3.920 |
1.580 |
| 6M High / 6M Low: |
3.920 |
0.380 |
| High (YTD): |
9/5/2024 |
3.920 |
| Low (YTD): |
4/2/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.43% |
| Volatility 6M: |
|
222.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
