BVT Call 12 8TI 20.02.2025
/ DE000VC962U1
BVT Call 12 8TI 20.02.2025/ DE000VC962U1 /
| 23/01/2025 19:45:14 |
Chg.0.000 |
Bid21:58:22 |
Ask21:58:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
STELLANTIS NV EO... |
12.00 EUR |
20/02/2025 |
Call |
Master data
| WKN: |
VC962U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STELLANTIS NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
20/02/2025 |
| Issue date: |
05/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.34 |
| Parity: |
0.69 |
| Time value: |
0.36 |
| Break-even: |
13.05 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.13 |
| Spread %: |
14.13% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
8.45 |
| Rho: |
0.01 |
Quote data
| Open: |
0.890 |
| High: |
0.970 |
| Low: |
0.890 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+1.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.900 |
| 1M High / 1M Low: |
1.150 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
1.140 |
| Low (YTD): |
14/01/2025 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |