BVT Call 2538.61 HMI 21.03.2025
/ DE000VD3DSH4
BVT Call 2538.61 HMI 21.03.2025/ DE000VD3DSH4 /
| 23/01/2025 08:49:42 |
Chg.+0.33 |
Bid21:40:54 |
Ask21:40:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
+23.40% |
2.06
Bid Size: 2,000 |
2.26
Ask Size: 2,000 |
HERMES INTERNATIONAL... |
2,538.614 - |
21/03/2025 |
Call |
Master data
| WKN: |
VD3DSH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HERMES INTERNATIONAL O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,538.61 - |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.78 |
| Time value: |
1.15 |
| Break-even: |
2,731.61 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.17 |
| Spread %: |
9.66% |
| Delta: |
0.62 |
| Theta: |
-1.33 |
| Omega: |
8.47 |
| Rho: |
2.25 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+102.33% |
| 1 Month |
|
|
+255.10% |
| 3 Months |
|
|
+625.00% |
| YTD |
|
|
+270.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
0.86 |
| 1M High / 1M Low: |
1.41 |
0.39 |
| 6M High / 6M Low: |
1.41 |
0.09 |
| High (YTD): |
22/01/2025 |
1.41 |
| Low (YTD): |
06/01/2025 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.54% |
| Volatility 6M: |
|
424.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |