BVT Call 22 HPE 21.02.2025
/ DE000VG015L3
BVT Call 22 HPE 21.02.2025/ DE000VG015L3 /
| 1/24/2025 9:12:34 AM |
Chg.-0.12 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.52EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
22.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG015L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
2.26 |
| Time value: |
0.28 |
| Break-even: |
23.50 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
7.65 |
| Rho: |
0.01 |
Quote data
| Open: |
2.52 |
| High: |
2.52 |
| Low: |
2.52 |
| Previous Close: |
2.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.63% |
| 1 Month |
|
|
+123.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
+173.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
1.75 |
| 1M High / 1M Low: |
2.64 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
2.64 |
| Low (YTD): |
1/2/2025 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |