BVT Call 250 APD 21.03.2025
/ DE000VD9J839
BVT Call 250 APD 21.03.2025/ DE000VD9J839 /
| 11/8/2024 8:42:29 AM |
Chg.+0.33 |
Bid9:52:50 PM |
Ask9:52:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.39EUR |
+5.45% |
6.44
Bid Size: 12,000 |
6.46
Ask Size: 12,000 |
Air Products and Che... |
250.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
3/21/2025 |
| 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: |
6.39 |
| High: |
6.39 |
| Low: |
6.39 |
| Previous Close: |
6.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.43% |
| 1 Month |
|
|
+3.06% |
| 3 Months |
|
|
+57.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.52 |
5.91 |
| 1M High / 1M Low: |
8.23 |
5.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
