BVT Call 21 LDO 18.09.2025
/ DE000VC47E10
BVT Call 21 LDO 18.09.2025/ DE000VC47E10 /
| 24/01/2025 08:44:50 |
Chg.+0.19 |
Bid18:27:45 |
Ask18:27:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.65EUR |
+2.01% |
9.43
Bid Size: 2,000 |
9.69
Ask Size: 2,000 |
LEONARDO |
21.00 EUR |
18/09/2025 |
Call |
Master data
| WKN: |
VC47E1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
18/09/2025 |
| Issue date: |
04/10/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.28 |
| Intrinsic value: |
8.71 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
8.71 |
| Time value: |
1.21 |
| Break-even: |
30.92 |
| Moneyness: |
1.41 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.34 |
| Spread %: |
3.55% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.62 |
| Rho: |
0.10 |
Quote data
| Open: |
9.65 |
| High: |
9.65 |
| Low: |
9.65 |
| Previous Close: |
9.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.82% |
| 1 Month |
|
|
+56.15% |
| 3 Months |
|
|
+174.93% |
| YTD |
|
|
+54.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.46 |
8.63 |
| 1M High / 1M Low: |
9.46 |
6.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
9.46 |
| Low (YTD): |
07/01/2025 |
6.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |