BVT Call 270 STZ 21.03.2025
/ DE000VD9N0F9
BVT Call 270 STZ 21.03.2025/ DE000VD9N0F9 /
| 2024-09-03 8:01:54 PM |
Chg.+0.240 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+42.86% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
270.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9N0F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-2.65 |
| Time value: |
0.59 |
| Break-even: |
249.86 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
5.36% |
| Delta: |
0.30 |
| Theta: |
-0.04 |
| Omega: |
10.96 |
| Rho: |
0.32 |
Quote data
| Open: |
0.540 |
| High: |
0.800 |
| Low: |
0.520 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.35% |
| 1 Month |
|
|
-12.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.490 |
| 1M High / 1M Low: |
0.890 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
