BVT Call 165 BA 17.01.2025
/ DE000VC9WYW9
BVT Call 165 BA 17.01.2025/ DE000VC9WYW9 /
| 10/01/2025 09:06:10 |
Chg.+0.030 |
Bid19:31:55 |
Ask19:31:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+4.00% |
0.880
Bid Size: 40,000 |
0.900
Ask Size: 40,000 |
Boeing Company |
165.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VC9WYW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
02/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
0.66 |
| Time value: |
0.19 |
| Break-even: |
168.75 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.06 |
| Spread %: |
7.59% |
| Delta: |
0.74 |
| Theta: |
-0.27 |
| Omega: |
14.48 |
| Rho: |
0.02 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.02% |
| 1 Month |
|
|
+81.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
-28.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.750 |
| 1M High / 1M Low: |
1.650 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.340 |
| Low (YTD): |
09/01/2025 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |