BVT Call 36 CRIN 20.03.2025
/ DE000VD3VHT4
BVT Call 36 CRIN 20.03.2025/ DE000VD3VHT4 /
| 1/24/2025 2:04:08 PM |
Chg.+0.440 |
Bid2:05:58 PM |
Ask2:05:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.580EUR |
+5.41% |
8.610
Bid Size: 8,000 |
8.630
Ask Size: 8,000 |
UNICREDIT |
36.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD3VHT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.74 |
| Intrinsic value: |
7.53 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.28 |
| Parity: |
7.53 |
| Time value: |
1.07 |
| Break-even: |
44.59 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.34 |
| Spread %: |
4.12% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
4.25 |
| Rho: |
0.04 |
Quote data
| Open: |
9.040 |
| High: |
9.040 |
| Low: |
8.580 |
| Previous Close: |
8.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.88% |
| 1 Month |
|
|
+146.55% |
| 3 Months |
|
|
+56.86% |
| YTD |
|
|
+116.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.140 |
6.790 |
| 1M High / 1M Low: |
8.140 |
3.480 |
| 6M High / 6M Low: |
8.140 |
2.240 |
| High (YTD): |
1/23/2025 |
8.140 |
| Low (YTD): |
1/2/2025 |
3.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.59% |
| Volatility 6M: |
|
166.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |