BVT Call 46 ARK Innovation ETF 17.01.2025
/ DE000VD4PPF6
BVT Call 46 ARK Innovation ETF 17.../ DE000VD4PPF6 /
| 1/10/2025 10:22:56 AM |
Chg.-0.230 |
Bid5:11:12 PM |
Ask5:11:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.240EUR |
-1.84% |
10.760
Bid Size: 8,000 |
10.810
Ask Size: 8,000 |
- |
46.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
VD4PPF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.27 |
| Intrinsic value: |
11.24 |
| Implied volatility: |
1.85 |
| Historic volatility: |
0.34 |
| Parity: |
11.24 |
| Time value: |
1.45 |
| Break-even: |
58.69 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
2.68 |
| Spread abs.: |
0.22 |
| Spread %: |
1.76% |
| Delta: |
0.84 |
| Theta: |
-0.26 |
| Omega: |
3.78 |
| Rho: |
0.01 |
Quote data
| Open: |
12.240 |
| High: |
12.240 |
| Low: |
12.240 |
| Previous Close: |
12.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.28% |
| 1 Month |
|
|
-15.41% |
| 3 Months |
|
|
+266.47% |
| YTD |
|
|
+0.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
14.050 |
12.470 |
| 1M High / 1M Low: |
16.300 |
10.240 |
| 6M High / 6M Low: |
16.300 |
2.130 |
| High (YTD): |
1/6/2025 |
14.050 |
| Low (YTD): |
1/2/2025 |
10.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.80% |
| Volatility 6M: |
|
212.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |