BVT Call 650 MOH 21.03.2025/  DE000VD72XR0  /

EUWAX
15/11/2024  09:20:12 Chg.+0.130 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.880EUR +17.33% -
Bid Size: -
-
Ask Size: -
LVMH E... 650.00 EUR 21/03/2025 Call
 

Master data

WKN: VD72XR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 650.00 EUR
Maturity: 21/03/2025
Issue date: 17/06/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 58.05
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.28
Parity: -6.37
Time value: 1.01
Break-even: 660.10
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.41
Spread abs.: 0.11
Spread %: 12.22%
Delta: 0.25
Theta: -0.10
Omega: 14.37
Rho: 0.46
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -38.89%
3 Months
  -66.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.750
1M High / 1M Low: 1.820 0.750
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   1.376
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -