BVT Call 250 MSTR 17.01.2025
/ DE000VC5KH50
BVT Call 250 MSTR 17.01.2025/ DE000VC5KH50 /
| 10/01/2025 10:34:35 |
Chg.+0.080 |
Bid12:38:32 |
Ask12:38:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+9.88% |
0.910
Bid Size: 27,000 |
0.930
Ask Size: 27,000 |
MicroStrategy Inc |
250.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VC5KH5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MicroStrategy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/10/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
1.68 |
| Historic volatility: |
1.06 |
| Parity: |
0.79 |
| Time value: |
0.04 |
| Break-even: |
325.80 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.91 |
| Theta: |
-0.90 |
| Omega: |
3.53 |
| Rho: |
0.04 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-27.05% |
| 3 Months |
|
|
+459.75% |
| YTD |
|
|
+18.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.810 |
| 1M High / 1M Low: |
1.740 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
1.120 |
| Low (YTD): |
02/01/2025 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |