BVT Call 7550 CAC 40 17.01.2025
/ DE000VG05B76
BVT Call 7550 CAC 40 17.01.2025/ DE000VG05B76 /
| 09/01/2025 08:22:16 |
Chg.-0.180 |
Bid16:30:57 |
Ask16:30:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-38.30% |
0.500
Bid Size: 50,000 |
0.510
Ask Size: 50,000 |
- |
7,550.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
VG05B7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,550.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
17/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
191.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.98 |
| Time value: |
0.39 |
| Break-even: |
7,589.00 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.04 |
| Spread %: |
11.43% |
| Delta: |
0.32 |
| Theta: |
-4.44 |
| Omega: |
60.96 |
| Rho: |
0.51 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.73% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+53.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.133 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
0.470 |
| Low (YTD): |
06/01/2025 |
0.133 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
640 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |