BVT Call 15.5 XCA 20.06.2025
/ DE000VD87970
BVT Call 15.5 XCA 20.06.2025/ DE000VD87970 /
| 2024-08-05 8:28:19 AM |
Chg.-0.210 |
Bid12:09:17 PM |
Ask12:09:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-36.21% |
0.360
Bid Size: 50,000 |
0.370
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
15.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VD8797 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-04 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-2.32 |
| Time value: |
0.49 |
| Break-even: |
15.99 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
8.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.38% |
| 1 Month |
|
|
-40.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.580 |
| 1M High / 1M Low: |
0.720 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
