BVT Call 115 AMD 07.02.2025
/ DE000VG2YYW6
BVT Call 115 AMD 07.02.2025/ DE000VG2YYW6 /
| 23/01/2025 19:51:57 |
Chg.-0.030 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-2.68% |
-
Bid Size: - |
-
Ask Size: - |
Advanced Micro Devic... |
115.00 USD |
07/02/2025 |
Call |
Master data
| WKN: |
VG2YYW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Advanced Micro Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
07/02/2025 |
| Issue date: |
10/01/2025 |
| Last trading day: |
07/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.44 |
| Parity: |
0.84 |
| Time value: |
0.28 |
| Break-even: |
121.69 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.74 |
| Theta: |
-0.18 |
| Omega: |
7.82 |
| Rho: |
0.03 |
Quote data
| Open: |
1.010 |
| High: |
1.090 |
| Low: |
1.000 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.54% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.960 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |