BVT Call 51 CSCO 20.06.2025
/ DE000VD9FTR3
BVT Call 51 CSCO 20.06.2025/ DE000VD9FTR3 /
| 11/12/2024 8:53:40 AM |
Chg.+0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+4.49% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
51.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VD9FTR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.72 |
| Time value: |
0.23 |
| Break-even: |
57.33 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.63 |
| Rho: |
0.21 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.68% |
| 1 Month |
|
|
+69.09% |
| 3 Months |
|
|
+332.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.740 |
| 1M High / 1M Low: |
0.890 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
