BVT Call 250 STZ 21.03.2025
/ DE000VD9N0H5
BVT Call 250 STZ 21.03.2025/ DE000VD9N0H5 /
| 08/10/2024 08:44:51 |
Chg.-0.13 |
Bid21:20:21 |
Ask21:20:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-10.08% |
1.06
Bid Size: 28,000 |
1.09
Ask Size: 28,000 |
Constellation Brands... |
250.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9N0H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.63 |
| Time value: |
1.19 |
| Break-even: |
239.70 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.49 |
| Theta: |
-0.05 |
| Omega: |
9.20 |
| Rho: |
0.44 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.00% |
| 1 Month |
|
|
-26.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.22 |
| 1M High / 1M Low: |
2.02 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
