BVT Call 340 APP 17.01.2025/  DE000VG0VBH5  /

Frankfurt Zert./VONT
2024-12-20  7:51:44 PM Chg.+0.450 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
2.560EUR +21.33% -
Bid Size: -
-
Ask Size: -
Applovin Corporation 340.00 USD 2025-01-17 Call
 

Master data

WKN: VG0VBH
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Applovin Corporation
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-12
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.72
Leverage: Yes

Calculated values

Fair value: 2.68
Intrinsic value: 0.09
Implied volatility: 0.77
Historic volatility: 0.74
Parity: 0.09
Time value: 2.70
Break-even: 353.92
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 1.92
Spread abs.: 0.05
Spread %: 1.82%
Delta: 0.55
Theta: -0.51
Omega: 6.46
Rho: 0.11
 

Quote data

Open: 1.730
High: 2.640
Low: 1.680
Previous Close: 2.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.28%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.270 2.110
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.636
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -