BVT Call 25 LDO 20.03.2025
/ DE000VD3VF42
BVT Call 25 LDO 20.03.2025/ DE000VD3VF42 /
| 2024-11-11 7:46:52 PM |
Chg.+0.380 |
Bid9:13:12 PM |
Ask9:13:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
+19.00% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
25.00 EUR |
2025-03-20 |
Call |
Master data
| WKN: |
VD3VF4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-03-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
-0.29 |
| Time value: |
2.34 |
| Break-even: |
27.34 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.28 |
| Spread %: |
13.59% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
5.77 |
| Rho: |
0.04 |
Quote data
| Open: |
2.470 |
| High: |
2.470 |
| Low: |
2.380 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+235.21% |
| 1 Month |
|
|
+366.67% |
| 3 Months |
|
|
+93.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
0.710 |
| 1M High / 1M Low: |
2.000 |
0.510 |
| 6M High / 6M Low: |
2.670 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.85% |
| Volatility 6M: |
|
207.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
