BVT Call 640 AXON 17.01.2025/  DE000VG1BB86  /

EUWAX
2024-12-23  8:40:34 AM Chg.+0.16 Bid3:43:30 PM Ask3:43:30 PM Underlying Strike price Expiration date Option type
3.11EUR +5.42% -
Bid Size: -
-
Ask Size: -
Axon Enterprise 640.00 USD 2025-01-17 Call
 

Master data

WKN: VG1BB8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Axon Enterprise
Type: Warrant
Option type: Call
Strike price: 640.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-18
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.13
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.42
Parity: -0.80
Time value: 3.34
Break-even: 646.82
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 1.62
Spread abs.: 0.16
Spread %: 5.03%
Delta: 0.50
Theta: -0.75
Omega: 9.08
Rho: 0.18
 

Quote data

Open: 3.11
High: 3.11
Low: 3.11
Previous Close: 2.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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6M High / 6M Low: - -
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Low (YTD): - -
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52W Low: - -
Avg. price 1W:   -
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Volatility 1M:   -
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Volatility 1Y:   -
Volatility 3Y:   -