BVT Call 13 GZF 21.03.2025
/ DE000VD72RF7
BVT Call 13 GZF 21.03.2025/ DE000VD72RF7 /
| 24/01/2025 20:05:07 |
Chg.-0.190 |
Bid21:59:39 |
Ask21:59:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
-6.69% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
13.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VD72RF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
17/06/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.16 |
| Parity: |
2.50 |
| Time value: |
0.62 |
| Break-even: |
16.12 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.26 |
| Spread %: |
9.09% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.92 |
| Rho: |
0.01 |
Quote data
| Open: |
2.610 |
| High: |
2.650 |
| Low: |
2.610 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.71% |
| 1 Month |
|
|
+16.23% |
| 3 Months |
|
|
-9.25% |
| YTD |
|
|
+9.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.890 |
2.620 |
| 1M High / 1M Low: |
3.260 |
2.410 |
| 6M High / 6M Low: |
3.530 |
2.020 |
| High (YTD): |
17/01/2025 |
3.260 |
| Low (YTD): |
22/01/2025 |
2.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.47% |
| Volatility 6M: |
|
81.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |