BVT Call 23 LDO 18.09.2025
/ DE000VC47FA7
BVT Call 23 LDO 18.09.2025/ DE000VC47FA7 /
| 1/24/2025 8:44:49 AM |
Chg.+0.19 |
Bid10:32:53 AM |
Ask10:32:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.88EUR |
+2.47% |
7.62
Bid Size: 8,000 |
7.64
Ask Size: 8,000 |
LEONARDO |
23.00 EUR |
9/18/2025 |
Call |
Master data
| WKN: |
VC47FA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
9/18/2025 |
| Issue date: |
10/4/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.56 |
| Intrinsic value: |
6.71 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
6.71 |
| Time value: |
1.35 |
| Break-even: |
31.06 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.33 |
| Spread %: |
4.27% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.11 |
Quote data
| Open: |
7.88 |
| High: |
7.88 |
| Low: |
7.88 |
| Previous Close: |
7.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.04% |
| 1 Month |
|
|
+68.38% |
| 3 Months |
|
|
+226.97% |
| YTD |
|
|
+65.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.69 |
6.91 |
| 1M High / 1M Low: |
7.69 |
4.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
7.69 |
| Low (YTD): |
1/7/2025 |
4.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |