BVT Call 750 MOH 21.03.2025/  DE000VD72XN9  /

Frankfurt Zert./VONT
2024-08-06  10:26:52 AM Chg.-0.070 Bid10:56:24 AM Ask10:56:24 AM Underlying Strike price Expiration date Option type
0.690EUR -9.21% 0.700
Bid Size: 11,000
0.710
Ask Size: 11,000
LVMH E... 750.00 EUR 2025-03-21 Call
 

Master data

WKN: VD72XN
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 750.00 EUR
Maturity: 2025-03-21
Issue date: 2024-06-17
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 94.59
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.26
Parity: -12.57
Time value: 0.66
Break-even: 756.60
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: -0.06
Spread %: -8.33%
Delta: 0.15
Theta: -0.06
Omega: 14.18
Rho: 0.54
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.13%
1 Month
  -64.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.760
1M High / 1M Low: 2.110 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   1.377
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -