BVT Call 19.5 INTC 24.01.2025
/ DE000VG2PBZ5
BVT Call 19.5 INTC 24.01.2025/ DE000VG2PBZ5 /
| 23/01/2025 19:44:58 |
Chg.-0.470 |
Bid21:59:26 |
Ask21:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.910EUR |
-19.75% |
-
Bid Size: - |
-
Ask Size: - |
Intel Corporation |
19.50 USD |
24/01/2025 |
Call |
Master data
| WKN: |
VG2PBZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 USD |
| Maturity: |
24/01/2025 |
| Issue date: |
08/01/2025 |
| Last trading day: |
24/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
1.63 |
| Historic volatility: |
0.49 |
| Parity: |
2.27 |
| Time value: |
0.07 |
| Break-even: |
21.08 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
2.52 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.92 |
| Theta: |
-0.14 |
| Omega: |
8.22 |
| Rho: |
0.00 |
Quote data
| Open: |
2.190 |
| High: |
2.190 |
| Low: |
1.880 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
1.910 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.324 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |