BVT Call 165 PG 21.03.2025
/ DE000VD9F0Y0
BVT Call 165 PG 21.03.2025/ DE000VD9F0Y0 /
| 24/01/2025 08:57:46 |
Chg.+0.110 |
Bid15:35:12 |
Ask15:35:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+30.56% |
0.390
Bid Size: 64,000 |
0.400
Ask Size: 64,000 |
Procter and Gamble C... |
165.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9F0Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Procter and Gamble Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.14 |
| Parity: |
0.11 |
| Time value: |
0.34 |
| Break-even: |
162.91 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
20.93 |
| Rho: |
0.14 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.86% |
| 1 Month |
|
|
-44.71% |
| 3 Months |
|
|
-55.24% |
| YTD |
|
|
-44.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.890 |
0.280 |
| 6M High / 6M Low: |
1.750 |
0.280 |
| High (YTD): |
02/01/2025 |
0.780 |
| Low (YTD): |
17/01/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.31% |
| Volatility 6M: |
|
178.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |