BVT Call 22 SGE 21.03.2025
/ DE000VD72RB6
BVT Call 22 SGE 21.03.2025/ DE000VD72RB6 /
| 1/23/2025 9:08:26 AM |
Chg.+0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.80EUR |
+0.52% |
-
Bid Size: - |
-
Ask Size: - |
STE GENERALE INH. EO... |
22.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD72RB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.42 |
| Intrinsic value: |
7.32 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.28 |
| Parity: |
7.32 |
| Time value: |
0.54 |
| Break-even: |
29.86 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.41 |
| Spread %: |
5.50% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.33 |
| Rho: |
0.03 |
Quote data
| Open: |
7.80 |
| High: |
7.80 |
| Low: |
7.80 |
| Previous Close: |
7.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.80% |
| 1 Month |
|
|
+50.58% |
| 3 Months |
|
|
+151.61% |
| YTD |
|
|
+44.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.76 |
7.04 |
| 1M High / 1M Low: |
7.76 |
5.09 |
| 6M High / 6M Low: |
7.76 |
1.32 |
| High (YTD): |
1/22/2025 |
7.76 |
| Low (YTD): |
1/6/2025 |
5.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.70% |
| Volatility 6M: |
|
187.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |