BVT Call 28 ZAL 21.03.2025
/ DE000VD3V4C4
BVT Call 28 ZAL 21.03.2025/ DE000VD3V4C4 /
8/1/2024 10:34:37 AM |
Chg.+0.090 |
Bid1:43:46 PM |
Ask1:43:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+13.04% |
0.780 Bid Size: 18,000 |
0.790 Ask Size: 18,000 |
ZALANDO SE |
28.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
VD3V4C |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/11/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
31.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.46 |
Parity: |
-4.29 |
Time value: |
0.75 |
Break-even: |
28.75 |
Moneyness: |
0.85 |
Premium: |
0.21 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.05 |
Spread %: |
7.14% |
Delta: |
0.28 |
Theta: |
0.00 |
Omega: |
8.73 |
Rho: |
0.04 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.43% |
1 Month |
|
|
+18.18% |
3 Months |
|
|
-12.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.690 |
1M High / 1M Low: |
0.780 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.710 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.709 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |