BVT Call 30 LDO 20.03.2025
/ DE000VD7MSB9
BVT Call 30 LDO 20.03.2025/ DE000VD7MSB9 /
| 1/24/2025 9:27:09 AM |
Chg.+0.01 |
Bid10:22:10 AM |
Ask10:22:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+0.74% |
1.38
Bid Size: 14,000 |
1.42
Ask Size: 14,000 |
LEONARDO |
30.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD7MSB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
6/10/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
-0.29 |
| Time value: |
1.73 |
| Break-even: |
31.73 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.22 |
| Spread %: |
14.57% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
8.86 |
| Rho: |
0.02 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.00% |
| 1 Month |
|
|
+270.27% |
| 3 Months |
|
|
+661.11% |
| YTD |
|
|
+328.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.00 |
| 1M High / 1M Low: |
1.36 |
0.32 |
| 6M High / 6M Low: |
1.36 |
0.09 |
| High (YTD): |
1/23/2025 |
1.36 |
| Low (YTD): |
1/7/2025 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.08% |
| Volatility 6M: |
|
403.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |