BVT Call 175 ROST 20.06.2025
/ DE000VD9FZ75
BVT Call 175 ROST 20.06.2025/ DE000VD9FZ75 /
| 2024-11-12 7:55:19 PM |
Chg.0.000 |
Bid8:43:59 PM |
Ask8:43:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.240
Bid Size: 80,000 |
0.250
Ask Size: 80,000 |
Ross Stores Inc |
175.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9FZ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-3.06 |
| Time value: |
0.27 |
| Break-even: |
166.82 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
9.86 |
| Rho: |
0.14 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-35.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.213 |
| 1M High / 1M Low: |
0.460 |
0.213 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.261 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
