BVT Call 290 STZ 21.03.2025
/ DE000VD9N088
BVT Call 290 STZ 21.03.2025/ DE000VD9N088 /
| 9/3/2024 7:52:10 PM |
Chg.+0.120 |
Bid8:08:14 AM |
Ask8:08:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+48.00% |
0.340
Bid Size: 8,900 |
0.380
Ask Size: 8,900 |
Constellation Brands... |
290.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9N08 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 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: |
77.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-4.45 |
| Time value: |
0.28 |
| Break-even: |
264.84 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
12.79 |
| Rho: |
0.18 |
Quote data
| Open: |
0.240 |
| High: |
0.370 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.00% |
| 1 Month |
|
|
-24.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.221 |
| 1M High / 1M Low: |
0.460 |
0.221 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
