BVT Call 185 ILMN 17.01.2025
/ DE000VD92W37
BVT Call 185 ILMN 17.01.2025/ DE000VD92W37 /
| 11/7/2024 8:01:32 PM |
Chg.+0.014 |
Bid8:44:44 AM |
Ask8:44:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.165EUR |
+9.27% |
0.191
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
Illumina Inc |
185.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VD92W3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/16/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
66.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.38 |
| Parity: |
-2.77 |
| Time value: |
0.22 |
| Break-even: |
173.53 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.03 |
| Spread %: |
15.51% |
| Delta: |
0.18 |
| Theta: |
-0.05 |
| Omega: |
11.83 |
| Rho: |
0.04 |
Quote data
| Open: |
0.157 |
| High: |
0.174 |
| Low: |
0.157 |
| Previous Close: |
0.151 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.89% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-66.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.151 |
| 1M High / 1M Low: |
0.390 |
0.151 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
