BVT Call 15 XCA 21.03.2025/  DE000VD3HZ95  /

Frankfurt Zert./VONT
1/10/2025  10:32:21 AM Chg.+0.005 Bid1:45:29 PM Ask1:45:29 PM Underlying Strike price Expiration date Option type
0.100EUR +5.26% 0.102
Bid Size: 48,000
0.112
Ask Size: 48,000
CREDIT AGRICOLE INH.... 15.00 EUR 3/21/2025 Call
 

Master data

WKN: VD3HZ9
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 3/21/2025
Issue date: 4/8/2024
Last trading day: 3/21/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 125.56
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -1.57
Time value: 0.11
Break-even: 15.11
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 12.63%
Delta: 0.16
Theta: 0.00
Omega: 19.94
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.095
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+44.93%
1 Month
  -2.91%
3 Months
  -76.19%
YTD  
+38.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.095 0.069
1M High / 1M Low: 0.103 0.061
6M High / 6M Low: 0.810 0.061
High (YTD): 1/9/2025 0.095
Low (YTD): 1/3/2025 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.389
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.58%
Volatility 6M:   178.18%
Volatility 1Y:   -
Volatility 3Y:   -