BVT Call 270 STZ 21.03.2025
/ DE000VD9N0F9
BVT Call 270 STZ 21.03.2025/ DE000VD9N0F9 /
| 11/8/2024 8:04:31 PM |
Chg.+0.020 |
Bid9:54:49 PM |
Ask9:54:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
270.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
7/10/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
78.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-3.32 |
| Time value: |
0.28 |
| Break-even: |
254.72 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
14.43 |
| Rho: |
0.14 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-38.10% |
| 3 Months |
|
|
-65.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.193 |
| 1M High / 1M Low: |
0.550 |
0.193 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.325 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
