BVT Call 21 LDO 20.03.2025
/ DE000VD411D4
BVT Call 21 LDO 20.03.2025/ DE000VD411D4 /
| 24/01/2025 09:02:24 |
Chg.+0.01 |
Bid10:42:32 |
Ask10:42:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.85EUR |
+0.11% |
8.62
Bid Size: 8,000 |
8.65
Ask Size: 8,000 |
LEONARDO |
21.00 EUR |
20/03/2025 |
Call |
Master data
| WKN: |
VD411D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.80 |
| Intrinsic value: |
8.71 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.31 |
| Parity: |
8.71 |
| Time value: |
0.64 |
| Break-even: |
30.35 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.37 |
| Spread %: |
4.12% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
2.84 |
| Rho: |
0.03 |
Quote data
| Open: |
8.85 |
| High: |
8.85 |
| Low: |
8.85 |
| Previous Close: |
8.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.61% |
| 1 Month |
|
|
+67.61% |
| 3 Months |
|
|
+251.19% |
| YTD |
|
|
+71.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.84 |
7.79 |
| 1M High / 1M Low: |
8.84 |
5.16 |
| 6M High / 6M Low: |
8.84 |
1.62 |
| High (YTD): |
23/01/2025 |
8.84 |
| Low (YTD): |
07/01/2025 |
5.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.57% |
| Volatility 6M: |
|
161.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |