BVT Call 56 CSCO 20.06.2025
/ DE000VD9FTD3
BVT Call 56 CSCO 20.06.2025/ DE000VD9FTD3 /
| 06/09/2024 19:53:21 |
Chg.-0.020 |
Bid20:57:28 |
Ask20:57:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.128EUR |
-13.51% |
0.131
Bid Size: 250,000 |
0.141
Ask Size: 250,000 |
Cisco Systems Inc |
56.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9FTD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.62 |
| Time value: |
0.15 |
| Break-even: |
51.92 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
7.04% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
9.26 |
| Rho: |
0.10 |
Quote data
| Open: |
0.137 |
| High: |
0.137 |
| Low: |
0.128 |
| Previous Close: |
0.148 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.44% |
| 1 Month |
|
|
+0.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.148 |
| 1M High / 1M Low: |
0.188 |
0.094 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
