BVT Call 46 CRIN 20.03.2025/  DE000VD3VH08  /

Frankfurt Zert./VONT
24/01/2025  13:45:10 Chg.+0.230 Bid15:45:34 Ask15:45:34 Underlying Strike price Expiration date Option type
1.310EUR +21.30% 1.270
Bid Size: 15,000
1.290
Ask Size: 15,000
UNICREDIT 46.00 EUR 20/03/2025 Call
 

Master data

WKN: VD3VH0
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 20/03/2025
Issue date: 11/04/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 33.48
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -2.48
Time value: 1.30
Break-even: 47.30
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.74
Spread abs.: 0.13
Spread %: 11.11%
Delta: 0.37
Theta: -0.02
Omega: 12.29
Rho: 0.02
 

Quote data

Open: 1.380
High: 1.380
Low: 1.310
Previous Close: 1.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+52.33%
1 Month  
+500.92%
3 Months  
+37.89%
YTD  
+424.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.080 0.730
1M High / 1M Low: 1.080 0.203
6M High / 6M Low: 1.690 0.203
High (YTD): 23/01/2025 1.080
Low (YTD): 02/01/2025 0.203
52W High: - -
52W Low: - -
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.682
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.97%
Volatility 6M:   277.98%
Volatility 1Y:   -
Volatility 3Y:   -