BVT Call 230 STZ 20.06.2025
/ DE000VC61ML1
BVT Call 230 STZ 20.06.2025/ DE000VC61ML1 /
| 11/12/2024 7:58:01 PM |
Chg.+0.060 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
+2.69% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
230.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VC61ML |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/1/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.58 |
| Time value: |
1.61 |
| Break-even: |
237.60 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.39% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
6.37 |
| Rho: |
0.71 |
Quote data
| Open: |
2.140 |
| High: |
2.310 |
| Low: |
2.140 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
1.690 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.044 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
