BVT Call 76 ON 17.01.2025
/ DE000VG1FF21
BVT Call 76 ON 17.01.2025/ DE000VG1FF21 /
2024-12-20 7:55:29 PM |
Chg.-0.002 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-2.53% |
- Bid Size: - |
- Ask Size: - |
ON Semiconductor |
76.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
VG1FF2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
76.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-12-19 |
Last trading day: |
2025-01-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
86.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.43 |
Parity: |
-1.01 |
Time value: |
0.07 |
Break-even: |
73.60 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
7.54 |
Spread abs.: |
0.01 |
Spread %: |
15.87% |
Delta: |
0.17 |
Theta: |
-0.04 |
Omega: |
14.25 |
Rho: |
0.01 |
Quote data
Open: |
0.060 |
High: |
0.078 |
Low: |
0.054 |
Previous Close: |
0.079 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
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- |
1 Month |
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- |
3 Months |
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YTD |
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1 Year |
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- |
3 Years |
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- |
5 Years |
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- |
10 Years |
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- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
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- |
Avg. volume 1W: |
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- |
Avg. price 1M: |
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Avg. volume 1M: |
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Avg. price 6M: |
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Avg. volume 6M: |
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- |
Avg. price 1Y: |
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- |
Avg. volume 1Y: |
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- |
Volatility 1M: |
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- |
Volatility 6M: |
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- |
Volatility 1Y: |
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- |
Volatility 3Y: |
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- |