BVT Call 280 V 17.01.2025
/ DE000VU50Q18
BVT Call 280 V 17.01.2025/ DE000VU50Q18 /
| 10/01/2025 16:44:13 |
Chg.-0.450 |
Bid16:50:48 |
Ask16:50:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
-13.85% |
2.830
Bid Size: 22,000 |
2.840
Ask Size: 22,000 |
Visa Inc |
280.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VU50Q1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
06/04/2023 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.16 |
| Parity: |
3.17 |
| Time value: |
0.18 |
| Break-even: |
305.43 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.10 |
| Spread %: |
3.08% |
| Delta: |
0.89 |
| Theta: |
-0.42 |
| Omega: |
8.03 |
| Rho: |
0.05 |
Quote data
| Open: |
3.190 |
| High: |
3.220 |
| Low: |
2.800 |
| Previous Close: |
3.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.77% |
| 1 Month |
|
|
-14.37% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
-24.93% |
| 1 Year |
|
|
+46.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.490 |
3.250 |
| 1M High / 1M Low: |
3.990 |
3.250 |
| 6M High / 6M Low: |
3.990 |
0.660 |
| High (YTD): |
03/01/2025 |
3.490 |
| Low (YTD): |
09/01/2025 |
3.250 |
| 52W High: |
18/12/2024 |
3.990 |
| 52W Low: |
24/07/2024 |
0.660 |
| Avg. price 1W: |
|
3.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.942 |
| Avg. volume 6M: |
|
23.622 |
| Avg. price 1Y: |
|
1.985 |
| Avg. volume 1Y: |
|
15.748 |
| Volatility 1M: |
|
64.96% |
| Volatility 6M: |
|
180.24% |
| Volatility 1Y: |
|
152.97% |
| Volatility 3Y: |
|
- |