BVT Call 180 ILMN 20.06.2025
/ DE000VC2C087
BVT Call 180 ILMN 20.06.2025/ DE000VC2C087 /
| 11/8/2024 10:23:05 AM |
Chg.+0.100 |
Bid12:25:42 PM |
Ask12:25:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+9.01% |
1.170
Bid Size: 11,000 |
1.220
Ask Size: 11,000 |
Illumina Inc |
180.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VC2C08 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/19/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
-2.30 |
| Time value: |
1.19 |
| Break-even: |
178.63 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.41 |
| Theta: |
-0.05 |
| Omega: |
4.98 |
| Rho: |
0.29 |
Quote data
| Open: |
1.210 |
| High: |
1.210 |
| Low: |
1.210 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.01% |
| 1 Month |
|
|
+3.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.000 |
| 1M High / 1M Low: |
1.340 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
