BVT Call 190 ROST 20.06.2025
/ DE000VC2PYW8
BVT Call 190 ROST 20.06.2025/ DE000VC2PYW8 /
| 11/8/2024 8:04:31 PM |
Chg.+0.030 |
Bid8:12:48 PM |
Ask8:12:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
+31.58% |
0.125
Bid Size: 78,000 |
0.135
Ask Size: 78,000 |
Ross Stores Inc |
190.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VC2PYW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/23/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
130.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-4.44 |
| Time value: |
0.10 |
| Break-even: |
177.01 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
10.99% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
12.08 |
| Rho: |
0.07 |
Quote data
| Open: |
0.089 |
| High: |
0.125 |
| Low: |
0.089 |
| Previous Close: |
0.095 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.57% |
| 1 Month |
|
|
+5.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.127 |
0.086 |
| 1M High / 1M Low: |
0.204 |
0.086 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
