BVT Call 155 ILMN 20.06.2025
/ DE000VD9N1F7
BVT Call 155 ILMN 20.06.2025/ DE000VD9N1F7 /
| 07/11/2024 08:44:30 |
Chg.- |
Bid08:27:23 |
Ask08:27:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
- |
2.18
Bid Size: 6,000 |
2.27
Ask Size: 6,000 |
Illumina Inc |
155.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9N1F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
-0.30 |
| Time value: |
2.02 |
| Break-even: |
164.63 |
| Moneyness: |
0.98 |
| Premium: |
0.16 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
1.51% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
3.99 |
| Rho: |
0.37 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.34% |
| 1 Month |
|
|
+6.95% |
| 3 Months |
|
|
+36.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
1.69 |
| 1M High / 1M Low: |
2.44 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
