BVT Call 64 iShares US MSCI Japan.../ DE000VD79Z64 /
| 24/01/2025 08:32:10 | Chg.+0.060 | Bid10:17:13 | Ask10:17:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.510EUR | +13.33% | 0.500 Bid Size: 12,000 |
0.610 Ask Size: 12,000 |
- | 64.00 - | 21/03/2025 | Call |
Master data
| WKN: | VD79Z6 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | - |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 64.00 - |
| Maturity: | 21/03/2025 |
| Issue date: | 19/06/2024 |
| Last trading day: | 21/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.17 |
| Parity: | 0.11 |
| Time value: | 0.40 |
| Break-even: | 69.10 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.02 |
| Spread %: | 4.08% |
| Delta: | 0.58 |
| Theta: | -0.04 |
| Omega: | 7.45 |
| Rho: | 0.05 |
Quote data
| Open: | 0.510 |
|---|---|
| High: | 0.510 |
| Low: | 0.510 |
| Previous Close: | 0.450 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +37.84% | ||
|---|---|---|---|
| 1 Month | +8.51% | ||
| 3 Months | -19.05% | ||
| YTD | -1.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.450 | 0.370 |
|---|---|---|
| 1M High / 1M Low: | 0.550 | 0.330 |
| 6M High / 6M Low: | 1.030 | 0.330 |
| High (YTD): | 07/01/2025 | 0.550 |
| Low (YTD): | 13/01/2025 | 0.330 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.420 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.434 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.726 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.06% | |
| Volatility 6M: | 132.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |