BVT Call 250 APD 20.06.2025
/ DE000VD9J8J0
BVT Call 250 APD 20.06.2025/ DE000VD9J8J0 /
| 2024-11-08 8:42:33 AM |
Chg.+0.33 |
Bid8:36:52 PM |
Ask8:36:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.75EUR |
+5.14% |
6.76
Bid Size: 12,000 |
6.78
Ask Size: 12,000 |
Air Products and Che... |
250.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9J8J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Air Products and Chemicals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.53 |
| Intrinsic value: |
5.82 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
5.82 |
| Time value: |
0.92 |
| Break-even: |
298.98 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
3.75 |
| Rho: |
1.14 |
Quote data
| Open: |
6.75 |
| High: |
6.75 |
| Low: |
6.75 |
| Previous Close: |
6.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.60% |
| 1 Month |
|
|
+1.35% |
| 3 Months |
|
|
+49.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.91 |
6.33 |
| 1M High / 1M Low: |
8.56 |
6.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
