BVT Call 28 LDO 20.02.2025
/ DE000VC962C9
BVT Call 28 LDO 20.02.2025/ DE000VC962C9 /
| 23/01/2025 19:45:10 |
Chg.+0.070 |
Bid21:58:27 |
Ask21:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
+3.30% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
28.00 EUR |
20/02/2025 |
Call |
Master data
| WKN: |
VC962C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
20/02/2025 |
| Issue date: |
05/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.31 |
| Parity: |
1.32 |
| Time value: |
1.10 |
| Break-even: |
30.42 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.29 |
| Spread %: |
13.62% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
7.97 |
| Rho: |
0.01 |
Quote data
| Open: |
1.980 |
| High: |
2.190 |
| Low: |
1.980 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.88% |
| 1 Month |
|
|
+321.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
+346.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.600 |
| 1M High / 1M Low: |
2.190 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
2.190 |
| Low (YTD): |
06/01/2025 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |