BVT Call 240 RCL 21.03.2025
/ DE000VC9FGJ8
BVT Call 240 RCL 21.03.2025/ DE000VC9FGJ8 /
| 1/24/2025 4:43:09 PM |
Chg.-0.170 |
Bid6:45:45 PM |
Ask6:45:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-12.32% |
1.220
Bid Size: 22,000 |
1.250
Ask Size: 22,000 |
Royal Caribbean Grou... |
240.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC9FGJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/26/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-0.22 |
| Time value: |
1.48 |
| Break-even: |
245.22 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
2.07% |
| Delta: |
0.52 |
| Theta: |
-0.15 |
| Omega: |
8.03 |
| Rho: |
0.16 |
Quote data
| Open: |
1.400 |
| High: |
1.450 |
| Low: |
1.210 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.06% |
| 1 Month |
|
|
-33.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
-11.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.380 |
| 1M High / 1M Low: |
1.890 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
1.890 |
| Low (YTD): |
1/7/2025 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |