BVT Call 250 APD 21.03.2025
/ DE000VD9J839
BVT Call 250 APD 21.03.2025/ DE000VD9J839 /
| 2024-11-08 7:42:14 PM |
Chg.-0.300 |
Bid8:48:55 PM |
Ask8:48:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.410EUR |
-4.47% |
6.460
Bid Size: 12,000 |
6.480
Ask Size: 12,000 |
Air Products and Che... |
250.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9J83 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Air Products and Chemicals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.19 |
| Intrinsic value: |
5.82 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
5.82 |
| Time value: |
0.56 |
| Break-even: |
295.38 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
4.09 |
| Rho: |
0.72 |
Quote data
| Open: |
6.310 |
| High: |
6.550 |
| Low: |
6.290 |
| Previous Close: |
6.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.58% |
| 1 Month |
|
|
+3.05% |
| 3 Months |
|
|
+54.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.710 |
5.890 |
| 1M High / 1M Low: |
8.170 |
5.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
