BVT Call 14.5 XCA 21.03.2025
/ DE000VD3H0D8
BVT Call 14.5 XCA 21.03.2025/ DE000VD3H0D8 /
| 9/10/2024 8:49:34 AM |
Chg.+0.030 |
Bid11:10:06 AM |
Ask11:10:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+3.23% |
1.000
Bid Size: 36,000 |
1.010
Ask Size: 36,000 |
CREDIT AGRICOLE INH.... |
14.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD3H0D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.23 |
| Time value: |
1.04 |
| Break-even: |
15.54 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
6.12% |
| Delta: |
0.54 |
| Theta: |
0.00 |
| Omega: |
7.44 |
| Rho: |
0.04 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.63% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.710 |
| 1M High / 1M Low: |
0.930 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
