BVT Call 38 PAH3 17.01.2025
/ DE000VG05926
BVT Call 38 PAH3 17.01.2025/ DE000VG05926 /
| 09/01/2025 19:41:15 |
Chg.-0.016 |
Bid08:24:40 |
Ask08:24:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-76.19% |
0.004
Bid Size: 18,000 |
0.020
Ask Size: 18,000 |
PORSCHE AUTOM.HLDG V... |
38.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
VG0592 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
17/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
121.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-0.17 |
| Time value: |
0.03 |
| Break-even: |
38.30 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
10.27 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.24 |
| Theta: |
-0.04 |
| Omega: |
28.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.006 |
| High: |
0.008 |
| Low: |
0.005 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.19% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-83.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.005 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.033 |
| Low (YTD): |
09/01/2025 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |