BVT Call 220 ADS 19.12.2025
/ DE000VD9S7J1
BVT Call 220 ADS 19.12.2025/ DE000VD9S7J1 /
| 2024-11-04 10:57:15 AM |
Chg.+0.040 |
Bid9:45:35 PM |
Ask9:45:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+4.04% |
0.990
Bid Size: 4,000 |
1.010
Ask Size: 4,000 |
ADIDAS AG NA O.N. |
220.00 EUR |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2024-07-11 |
| Last trading day: |
2025-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.98 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.27 |
| Parity: |
0.21 |
| Time value: |
0.84 |
| Break-even: |
230.50 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
17.95 |
| Rho: |
2.00 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.030 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.19% |
| 1 Month |
|
|
-14.88% |
| 3 Months |
|
|
-3.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.930 |
| 1M High / 1M Low: |
1.240 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
