BVT Call 270 STZ 20.06.2025
/ DE000VD9N0L7
BVT Call 270 STZ 20.06.2025/ DE000VD9N0L7 /
| 2024-11-12 8:00:56 PM |
Chg.+0.030 |
Bid9:58:42 PM |
Ask9:58:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+4.92% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
270.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9N0L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-3.17 |
| Time value: |
0.62 |
| Break-even: |
259.41 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
10.10 |
| Rho: |
0.34 |
Quote data
| Open: |
0.580 |
| High: |
0.650 |
| Low: |
0.580 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-12.33% |
| 3 Months |
|
|
-35.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.420 |
| 1M High / 1M Low: |
0.890 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
