BVT Call 13.5 XCA 21.03.2025
/ DE000VD3H0A4
BVT Call 13.5 XCA 21.03.2025/ DE000VD3H0A4 /
| 2024-11-04 10:50:38 AM |
Chg.+0.08 |
Bid9:33:42 PM |
Ask9:33:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+6.20% |
1.44
Bid Size: 3,000 |
1.52
Ask Size: 3,000 |
CREDIT AGRICOLE INH.... |
13.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VD3H0A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.63 |
| Time value: |
0.78 |
| Break-even: |
14.91 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
6.02% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
6.62 |
| Rho: |
0.03 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.37 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.20% |
| 1 Month |
|
|
+37.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.18 |
| 1M High / 1M Low: |
1.48 |
1.00 |
| 6M High / 6M Low: |
2.52 |
0.87 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.27% |
| Volatility 6M: |
|
132.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
