BVT Call 750 MOH 21.03.2025/  DE000VD72XN9  /

EUWAX
2024-07-10  9:49:17 AM Chg.-0.16 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.56EUR -9.30% -
Bid Size: -
-
Ask Size: -
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: 43.75
Leverage: Yes

Calculated values

Fair value: 4.21
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.26
Parity: -6.31
Time value: 1.57
Break-even: 765.70
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.95%
Delta: 0.32
Theta: -0.08
Omega: 13.92
Rho: 1.41
 

Quote data

Open: 1.58
High: 1.58
Low: 1.56
Previous Close: 1.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.64%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.08 1.56
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.87
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -