BVT Call 250 STZ 21.03.2025
/ DE000VD9N0H5
BVT Call 250 STZ 21.03.2025/ DE000VD9N0H5 /
9/4/2024 8:42:51 AM |
Chg.+0.29 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
+24.79% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
250.00 USD |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
7/10/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
-0.29 |
Time value: |
1.55 |
Break-even: |
241.77 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
1.97% |
Delta: |
0.55 |
Theta: |
-0.05 |
Omega: |
7.91 |
Rho: |
0.58 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.70% |
1 Month |
|
|
-7.01% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.46 |
1.12 |
1M High / 1M Low: |
1.64 |
1.12 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |