BVT Call 860 URI 20.09.2024/  DE000VD08UW0  /

Frankfurt Zert./VONT
2024-08-30  8:05:36 PM Chg.+0.010 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.074EUR +15.63% -
Bid Size: -
-
Ask Size: -
United Rentals 860.00 USD 2024-09-20 Call
 

Master data

WKN: VD08UW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 860.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 684.68
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.33
Parity: -10.75
Time value: 0.10
Break-even: 779.45
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 14.40
Spread abs.: 0.03
Spread %: 53.13%
Delta: 0.04
Theta: -0.13
Omega: 30.04
Rho: 0.02
 

Quote data

Open: 0.039
High: 0.079
Low: 0.039
Previous Close: 0.064
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -63.55%
1 Month
  -73.57%
3 Months
  -89.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.203 0.064
1M High / 1M Low: 0.300 0.064
6M High / 6M Low: 3.390 0.064
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   1.068
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   488.24%
Volatility 6M:   385.39%
Volatility 1Y:   -
Volatility 3Y:   -