BVT Call 15.5 CBK 17.01.2025
/ DE000VC7SRD5
BVT Call 15.5 CBK 17.01.2025/ DE000VC7SRD5 /
| 1/15/2025 9:08:03 AM |
Chg.+0.29 |
Bid4:57:57 PM |
Ask4:57:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+19.46% |
1.51
Bid Size: 26,000 |
1.52
Ask Size: 26,000 |
COMMERZBANK AG |
15.50 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
VC7SRD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/11/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.32 |
| Parity: |
1.58 |
| Time value: |
0.24 |
| Break-even: |
17.32 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
11.76 |
| Spread abs.: |
0.14 |
| Spread %: |
8.33% |
| Delta: |
0.81 |
| Theta: |
-0.14 |
| Omega: |
7.56 |
| Rho: |
0.00 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.78% |
| 1 Month |
|
|
+394.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
+345.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
0.90 |
| 1M High / 1M Low: |
1.49 |
0.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/14/2025 |
1.49 |
| Low (YTD): |
1/3/2025 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
