BVT Call 46 BAC 21.02.2025/  DE000VG0U9C0  /

Frankfurt Zert./VONT
2024-12-20  8:04:38 PM Chg.+0.005 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.130EUR +4.00% -
Bid Size: -
-
Ask Size: -
Bank of America Corp... 46.00 USD 2025-02-21 Call
 

Master data

WKN: VG0U9C
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2025-02-21
Issue date: 2024-12-12
Last trading day: 2025-02-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.47
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -0.18
Time value: 0.14
Break-even: 45.50
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 7.75%
Delta: 0.41
Theta: -0.02
Omega: 12.38
Rho: 0.03
 

Quote data

Open: 0.108
High: 0.131
Low: 0.108
Previous Close: 0.125
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.64%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.184 0.125
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.151
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:   -