BVT Call 165 ILMN 20.06.2025
/ DE000VD9YA48
BVT Call 165 ILMN 20.06.2025/ DE000VD9YA48 /
| 08/11/2024 10:10:29 |
Chg.+0.090 |
Bid10:42:44 |
Ask10:42:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+5.52% |
1.710
Bid Size: 10,000 |
1.770
Ask Size: 10,000 |
Illumina Inc |
165.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9YA4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
15/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.38 |
| Parity: |
-0.91 |
| Time value: |
1.74 |
| Break-even: |
170.24 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
1.75% |
| Delta: |
0.52 |
| Theta: |
-0.05 |
| Omega: |
4.30 |
| Rho: |
0.35 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.720 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
+12.42% |
| 3 Months |
|
|
+21.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.450 |
| 1M High / 1M Low: |
1.790 |
1.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
