BVT Call 230 ADS 17.01.2025
/ DE000VC64RD1
BVT Call 230 ADS 17.01.2025/ DE000VC64RD1 /
| 2024-12-20 8:25:52 AM |
Chg.-0.14 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-12.28% |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
230.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
VC64RD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-04 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.64 |
| Time value: |
0.49 |
| Break-even: |
241.30 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.12 |
| Spread %: |
11.88% |
| Delta: |
0.66 |
| Theta: |
-0.14 |
| Omega: |
13.81 |
| Rho: |
0.11 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.18% |
| 1 Month |
|
|
+222.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.00 |
| 1M High / 1M Low: |
1.70 |
0.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
