BVT Call 24 LDO 20.03.2025
/ DE000VD3VFT8
BVT Call 24 LDO 20.03.2025/ DE000VD3VFT8 /
| 2024-11-12 7:42:32 PM |
Chg.+0.120 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.030EUR |
+4.12% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
24.00 EUR |
2025-03-20 |
Call |
Master data
| WKN: |
VD3VFT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2025-03-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
1.78 |
| Time value: |
1.45 |
| Break-even: |
27.23 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.32 |
| Spread %: |
11.00% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
5.52 |
| Rho: |
0.05 |
Quote data
| Open: |
3.480 |
| High: |
3.530 |
| Low: |
3.030 |
| Previous Close: |
2.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+158.97% |
| 1 Month |
|
|
+359.09% |
| 3 Months |
|
|
+96.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.910 |
1.170 |
| 1M High / 1M Low: |
2.910 |
0.830 |
| 6M High / 6M Low: |
3.120 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.028 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
1.265 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
1.607 |
| Avg. volume 6M: |
|
12.977 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.28% |
| Volatility 6M: |
|
199.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
