BVT Call 39 CRIN 20.03.2025
/ DE000VD3VHW8
BVT Call 39 CRIN 20.03.2025/ DE000VD3VHW8 /
| 1/24/2025 8:58:27 AM |
Chg.+1.22 |
Bid3:29:44 PM |
Ask3:29:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.58EUR |
+27.98% |
5.74
Bid Size: 9,000 |
5.76
Ask Size: 9,000 |
UNICREDIT |
39.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD3VHW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.02 |
| Intrinsic value: |
4.53 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
4.53 |
| Time value: |
1.31 |
| Break-even: |
44.83 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.31 |
| Spread %: |
5.62% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
5.73 |
| Rho: |
0.04 |
Quote data
| Open: |
5.58 |
| High: |
5.58 |
| Low: |
5.58 |
| Previous Close: |
4.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.60% |
| 1 Month |
|
|
+253.16% |
| 3 Months |
|
|
+54.14% |
| YTD |
|
|
+195.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.97 |
4.24 |
| 1M High / 1M Low: |
4.97 |
1.70 |
| 6M High / 6M Low: |
5.76 |
1.27 |
| High (YTD): |
1/21/2025 |
4.97 |
| Low (YTD): |
1/3/2025 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.30% |
| Volatility 6M: |
|
217.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |