BVT Call 2400 HMI 17.01.2025
/ DE000VG05454
BVT Call 2400 HMI 17.01.2025/ DE000VG05454 /
| 2024-12-20 7:45:41 PM |
Chg.-0.020 |
Bid9:32:45 PM |
Ask9:32:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
-
Bid Size: - |
-
Ask Size: - |
HERMES INTERNATIONAL... |
2,400.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
VG0545 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HERMES INTERNATIONAL O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-17 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
72.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-0.96 |
| Time value: |
0.32 |
| Break-even: |
2,432.00 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.06 |
| Spread %: |
23.08% |
| Delta: |
0.31 |
| Theta: |
-1.14 |
| Omega: |
22.28 |
| Rho: |
0.50 |
Quote data
| Open: |
0.230 |
| High: |
0.270 |
| Low: |
0.230 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 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: |
|
- |
| 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: |
|
- |
