BVT Call 14 XCA 20.06.2025/  DE000VD88BB6  /

EUWAX
2025-01-15  8:47:05 AM Chg.+0.130 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.680EUR +23.64% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 14.00 EUR 2025-06-20 Call
 

Master data

WKN: VD88BB
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2025-06-20
Issue date: 2024-07-04
Last trading day: 2025-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.96
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.35
Time value: 0.72
Break-even: 14.72
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 7.46%
Delta: 0.49
Theta: 0.00
Omega: 9.36
Rho: 0.03
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.11%
1 Month  
+65.85%
3 Months
  -33.33%
YTD  
+61.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.450
1M High / 1M Low: 0.680 0.340
6M High / 6M Low: 1.610 0.270
High (YTD): 2025-01-15 0.680
Low (YTD): 2025-01-02 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.901
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.98%
Volatility 6M:   171.16%
Volatility 1Y:   -
Volatility 3Y:   -