BVT Call 10.5 W8A 21.03.2025
/ DE000VC3HBX9
BVT Call 10.5 W8A 21.03.2025/ DE000VC3HBX9 /
| 1/8/2025 10:34:10 AM |
Chg.+0.010 |
Bid10:34:10 AM |
Ask1/8/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+1.20% |
-
Bid Size: - |
-
Ask Size: - |
WALGREENS BOOTS AL.D... |
10.50 - |
3/21/2025 |
Call |
Master data
| WKN: |
VC3HBX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WALGREENS BOOTS AL.DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
3/21/2025 |
| Issue date: |
9/6/2024 |
| Last trading day: |
1/8/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.57 |
| Parity: |
0.77 |
| Time value: |
0.09 |
| Break-even: |
11.36 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
11.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.33% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
-2.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.860 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.840 |
| Low (YTD): |
1/2/2025 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |