BVT Call 220 ADS 19.12.2025
/ DE000VD9S7J1
BVT Call 220 ADS 19.12.2025/ DE000VD9S7J1 /
23/08/2024 19:43:09 |
Chg.+0.030 |
Bid20:23:15 |
Ask20:23:15 |
Underlying |
Strike price |
Expiration date |
Option type |
1.020EUR |
+3.03% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
220.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
VD9S7J |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
11/07/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
21.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.04 |
Historic volatility: |
0.27 |
Parity: |
-0.08 |
Time value: |
1.04 |
Break-even: |
230.40 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
17.50 |
Rho: |
2.27 |
Quote data
Open: |
0.980 |
High: |
1.020 |
Low: |
0.980 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.03% |
1 Month |
|
|
-12.07% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.950 |
1M High / 1M Low: |
1.240 |
0.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |