BVT Call 33 LDO 20.03.2025
/ DE000VG3ZZ47
BVT Call 33 LDO 20.03.2025/ DE000VG3ZZ47 /
| 24/01/2025 08:48:45 |
Chg.+0.020 |
Bid18:50:44 |
Ask18:50:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
0.540
Bid Size: 5,600 |
0.620
Ask Size: 5,600 |
LEONARDO |
33.00 EUR |
20/03/2025 |
Call |
Master data
| WKN: |
VG3ZZ4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
23/01/2025 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
45.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-3.29 |
| Time value: |
0.66 |
| Break-even: |
33.66 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.10 |
| Spread %: |
17.86% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
12.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |