BVT Call 17.75 DBK 21.02.2025
/ DE000VG0UJW9
BVT Call 17.75 DBK 21.02.2025/ DE000VG0UJW9 /
| 24/01/2025 08:43:24 |
Chg.+0.37 |
Bid12:18:22 |
Ask12:18:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+26.62% |
1.65
Bid Size: 42,000 |
1.66
Ask Size: 42,000 |
DEUTSCHE BANK AG NA ... |
17.75 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
VG0UJW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.75 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
1.30 |
| Time value: |
0.47 |
| Break-even: |
19.52 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.07 |
| Spread %: |
4.12% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
7.89 |
| Rho: |
0.01 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.96% |
| 1 Month |
|
|
+450.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+388.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.08 |
| 1M High / 1M Low: |
1.41 |
0.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
1.41 |
| Low (YTD): |
02/01/2025 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |