BVT Call 72 TWLO 21.03.2025
/ DE000VD9GE87
BVT Call 72 TWLO 21.03.2025/ DE000VD9GE87 /
| 11/15/2024 8:54:42 AM |
Chg.-0.30 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
-10.27% |
-
Bid Size: - |
-
Ask Size: - |
Twilio Inc |
72.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9GE8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
2.34 |
| Time value: |
0.33 |
| Break-even: |
95.09 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
2.95 |
| Rho: |
0.18 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.96% |
| 1 Month |
|
|
+254.05% |
| 3 Months |
|
|
+539.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.24 |
| 1M High / 1M Low: |
2.92 |
0.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
