BVT Call 16.2 CBK 17.01.2025
/ DE000VC81K84
BVT Call 16.2 CBK 17.01.2025/ DE000VC81K84 /
| 10/01/2025 08:49:45 |
Chg.+0.340 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+97.14% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
16.20 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
VC81K8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.20 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
21/11/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
0.59 |
| Time value: |
0.24 |
| Break-even: |
17.03 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.11 |
| Spread %: |
15.28% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
14.29 |
| Rho: |
0.00 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+500.00% |
| 1 Month |
|
|
+252.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
+426.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.115 |
| 1M High / 1M Low: |
0.350 |
0.103 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.350 |
| Low (YTD): |
03/01/2025 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.229 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |