BVT Call 15 CBK 17.01.2025
/ DE000VC8JFE5
BVT Call 15 CBK 17.01.2025/ DE000VC8JFE5 /
| 1/9/2025 5:01:16 PM |
Chg.+0.410 |
Bid5:21:35 PM |
Ask5:21:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
+30.60% |
1.770
Bid Size: 27,000 |
1.780
Ask Size: 27,000 |
COMMERZBANK AG |
15.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
VC8JFE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/15/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.32 |
| Parity: |
1.31 |
| Time value: |
0.17 |
| Break-even: |
16.48 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.13 |
| Spread %: |
9.63% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
9.05 |
| Rho: |
0.00 |
Quote data
| Open: |
1.660 |
| High: |
1.750 |
| Low: |
1.660 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+146.48% |
| 1 Month |
|
|
+224.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
+121.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
0.710 |
| 1M High / 1M Low: |
1.340 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
1.340 |
| Low (YTD): |
1/2/2025 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |