BVT Call 500 MA 21.03.2025
/ DE000VD3PFA0
BVT Call 500 MA 21.03.2025/ DE000VD3PFA0 /
| 1/23/2025 7:56:41 PM |
Chg.+0.370 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
500.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD3PFA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
2.61 |
| Time value: |
1.07 |
| Break-even: |
517.20 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.73 |
| Theta: |
-0.17 |
| Omega: |
10.10 |
| Rho: |
0.52 |
Quote data
| Open: |
3.590 |
| High: |
4.070 |
| Low: |
3.590 |
| Previous Close: |
3.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+11.20% |
| YTD |
|
|
-3.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.070 |
3.560 |
| 1M High / 1M Low: |
4.420 |
2.410 |
| 6M High / 6M Low: |
4.800 |
1.010 |
| High (YTD): |
1/23/2025 |
4.070 |
| Low (YTD): |
1/13/2025 |
2.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.88% |
| Volatility 6M: |
|
159.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |