BVT Call 28 ZAL 21.03.2025
/ DE000VD3V4C4
BVT Call 28 ZAL 21.03.2025/ DE000VD3V4C4 /
| 13/11/2024 12:11:47 |
Chg.+0.060 |
Bid13/11/2024 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+6.59% |
0.970
Bid Size: 15,000 |
0.980
Ask Size: 15,000 |
ZALANDO SE |
28.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.44 |
| Parity: |
-0.46 |
| Time value: |
0.97 |
| Break-even: |
28.97 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
7.78% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
14.05 |
| Rho: |
0.04 |
Quote data
| Open: |
0.930 |
| High: |
0.990 |
| Low: |
0.930 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.33% |
| 1 Month |
|
|
-25.38% |
| 3 Months |
|
|
+73.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.750 |
| 1M High / 1M Low: |
1.350 |
0.750 |
| 6M High / 6M Low: |
1.350 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.816 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.86% |
| Volatility 6M: |
|
120.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
