BVT Call 1200 BLK 18.07.2025/  DE000VG01G59  /

EUWAX
2024-12-23  8:58:21 AM Chg.+0.020 Bid3:52:39 PM Ask3:52:39 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% 0.270
Bid Size: 44,000
0.280
Ask Size: 44,000
BlackRock Inc 1,200.00 USD 2025-07-18 Call
 

Master data

WKN: VG01G5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 1,200.00 USD
Maturity: 2025-07-18
Issue date: 2024-12-16
Last trading day: 2025-07-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 35.21
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -1.64
Time value: 0.28
Break-even: 1,178.16
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.27
Theta: -0.17
Omega: 9.39
Rho: 1.33
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -