BVT Call 160 ILMN 21.03.2025
/ DE000VD9YA22
BVT Call 160 ILMN 21.03.2025/ DE000VD9YA22 /
2024-08-30 8:02:36 PM |
Chg.-0.080 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
-7.77% |
- Bid Size: - |
- Ask Size: - |
Illumina Inc |
160.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
VD9YA2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-07-15 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.38 |
Parity: |
-2.37 |
Time value: |
1.06 |
Break-even: |
155.00 |
Moneyness: |
0.84 |
Premium: |
0.28 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.03 |
Spread %: |
2.91% |
Delta: |
0.40 |
Theta: |
-0.05 |
Omega: |
4.60 |
Rho: |
0.21 |
Quote data
Open: |
1.040 |
High: |
1.040 |
Low: |
0.950 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
-15.93% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.920 |
1M High / 1M Low: |
1.190 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.972 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |