BVT Call 215 ADS 17.01.2025
/ DE000VC81YB5
BVT Call 215 ADS 17.01.2025/ DE000VC81YB5 /
| 2024-12-20 8:47:37 AM |
Chg.-0.37 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
-14.62% |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
215.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
VC81YB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-21 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
2.14 |
| Time value: |
0.31 |
| Break-even: |
239.50 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
6.52% |
| Delta: |
0.82 |
| Theta: |
-0.14 |
| Omega: |
7.94 |
| Rho: |
0.13 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.32% |
| 1 Month |
|
|
+191.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
2.16 |
| 1M High / 1M Low: |
3.10 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
