BVT Call 27 LDO 18.12.2025
/ DE000VG2SX72
BVT Call 27 LDO 18.12.2025/ DE000VG2SX72 /
| 1/24/2025 8:04:52 PM |
Chg.0.000 |
Bid8:43:57 PM |
Ask8:43:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.540EUR |
0.00% |
5.540
Bid Size: 1,000 |
5.800
Ask Size: 1,000 |
LEONARDO |
27.00 EUR |
12/18/2025 |
Call |
Master data
| WKN: |
VG2SX7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
12/18/2025 |
| Issue date: |
1/9/2025 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.21 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
2.71 |
| Time value: |
3.14 |
| Break-even: |
32.85 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.27 |
| Spread %: |
4.84% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.54 |
| Rho: |
0.13 |
Quote data
| Open: |
5.340 |
| High: |
5.570 |
| Low: |
5.340 |
| Previous Close: |
5.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.70% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.540 |
4.830 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |