BVT Call 14.5 GZF 21.03.2025
/ DE000VD5JGF5
BVT Call 14.5 GZF 21.03.2025/ DE000VD5JGF5 /
| 1/24/2025 8:55:10 AM |
Chg.+0.11 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+8.53% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
14.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD5JGF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/6/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.16 |
| Parity: |
1.00 |
| Time value: |
0.67 |
| Break-even: |
16.17 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.24 |
| Spread %: |
16.78% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
6.38 |
| Rho: |
0.01 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
+57.30% |
| 3 Months |
|
|
-19.08% |
| YTD |
|
|
+29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.29 |
| 1M High / 1M Low: |
1.86 |
0.99 |
| 6M High / 6M Low: |
2.22 |
0.77 |
| High (YTD): |
1/20/2025 |
1.86 |
| Low (YTD): |
1/2/2025 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.69% |
| Volatility 6M: |
|
171.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |