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BVT Call 270 STZ 20.06.2025/  DE000VD9N0L7  /

Frankfurt Zert./VONT
2025-01-15  2:03:19 PM Chg.-0.009 Bid2:32:29 PM Ask2:32:29 PM Underlying Strike price Expiration date Option type
0.027EUR -25.00% 0.028
Bid Size: 15,000		 0.046
Ask Size: 15,000		 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: 401.78
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -8.52
Time value: 0.04
Break-even: 262.41
Moneyness: 0.67
Premium: 0.48
Premium p.a.: 1.52
Spread abs.: 0.02
Spread %: 69.23%
Delta: 0.03
Theta: -0.01
Omega: 13.70
Rho: 0.02
 

Quote data

Open: 0.026
High: 0.027
Low: 0.026
Previous Close: 0.036
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -84.66%
1 Month
  -95.78%
3 Months
  -96.86%
YTD
  -87.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.189 0.030
1M High / 1M Low: 0.500 0.030
6M High / 6M Low: 1.480 0.030
High (YTD): 2025-01-06 0.240
Low (YTD): 2025-01-13 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.71%
Volatility 6M:   217.94%
Volatility 1Y:   -
Volatility 3Y:   -