BVT Call 860 BLK 20.06.2025
/ DE000VD9KEB9
BVT Call 860 BLK 20.06.2025/ DE000VD9KEB9 /
| 2024-11-15 8:34:15 AM |
Chg.+0.12 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+6.09% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
860.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9KEB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
1.78 |
| Time value: |
0.35 |
| Break-even: |
1,029.74 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.85 |
| Theta: |
-0.18 |
| Omega: |
3.96 |
| Rho: |
3.75 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.50% |
| 1 Month |
|
|
+20.11% |
| 3 Months |
|
|
+151.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.97 |
| 1M High / 1M Low: |
2.16 |
1.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
