BVT Call 18 INTC 31.01.2025
/ DE000VG25A40
BVT Call 18 INTC 31.01.2025/ DE000VG25A40 /
| 1/24/2025 8:21:38 AM |
Chg.-0.30 |
Bid6:39:35 PM |
Ask6:39:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.55EUR |
-7.79% |
3.03
Bid Size: 35,000 |
3.05
Ask Size: 35,000 |
Intel Corporation |
18.00 USD |
1/31/2025 |
Call |
Master data
| WKN: |
VG25A4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
1/31/2025 |
| Issue date: |
1/14/2025 |
| Last trading day: |
1/31/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.49 |
| Parity: |
3.43 |
| Time value: |
0.22 |
| Break-even: |
20.93 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
5.00 |
| Rho: |
0.00 |
Quote data
| Open: |
3.55 |
| High: |
3.55 |
| Low: |
3.55 |
| Previous Close: |
3.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.35% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
2.30 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |