BVT Call 12 XCA 21.03.2025
/ DE000VC9J6Z2
BVT Call 12 XCA 21.03.2025/ DE000VC9J6Z2 /
| 09/01/2025 20:06:11 |
Chg.+0.090 |
Bid08:30:09 |
Ask08:30:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+5.52% |
1.700
Bid Size: 6,000 |
1.750
Ask Size: 6,000 |
CREDIT AGRICOLE INH.... |
12.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VC9J6Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
27/11/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
1.36 |
| Time value: |
0.39 |
| Break-even: |
13.75 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
5.42% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
5.90 |
| Rho: |
0.02 |
Quote data
| Open: |
1.670 |
| High: |
1.740 |
| Low: |
1.670 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.26% |
| 1 Month |
|
|
+9.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
+5.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.560 |
| 1M High / 1M Low: |
1.720 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
1.720 |
| Low (YTD): |
03/01/2025 |
1.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |