BVT Call 190 ROST 21.03.2025
/ DE000VC2R697
BVT Call 190 ROST 21.03.2025/ DE000VC2R697 /
| 11/8/2024 9:16:10 AM |
Chg.+0.002 |
Bid6:52:57 PM |
Ask6:52:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.017EUR |
+13.33% |
0.021
Bid Size: 78,000 |
0.031
Ask Size: 78,000 |
Ross Stores Inc |
190.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC2R69 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/26/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
469.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-4.44 |
| Time value: |
0.03 |
| Break-even: |
176.28 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.01 |
| Spread %: |
55.56% |
| Delta: |
0.04 |
| Theta: |
-0.01 |
| Omega: |
17.54 |
| Rho: |
0.02 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.017 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.73% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.015 |
| 1M High / 1M Low: |
0.051 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
467.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
