BVT Call 2200 HMI 17.01.2025
/ DE000VG055B0
BVT Call 2200 HMI 17.01.2025/ DE000VG055B0 /
20/12/2024 08:22:37 |
Chg.-0.08 |
Bid22:00:46 |
Ask22:00:46 |
Underlying |
Strike price |
Expiration date |
Option type |
1.13EUR |
-6.61% |
- Bid Size: - |
- Ask Size: - |
HERMES INTERNATIONAL... |
2,200.00 EUR |
17/01/2025 |
Call |
Master data
WKN: |
VG055B |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
HERMES INTERNATIONAL O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,200.00 EUR |
Maturity: |
17/01/2025 |
Issue date: |
17/12/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
1.04 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
1.04 |
Time value: |
0.49 |
Break-even: |
2,353.00 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.19 |
Spread %: |
14.18% |
Delta: |
0.71 |
Theta: |
-1.56 |
Omega: |
10.62 |
Rho: |
1.09 |
Quote data
Open: |
1.13 |
High: |
1.13 |
Low: |
1.13 |
Previous Close: |
1.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
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|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
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- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |