BVT Call 7600 CAC 40 17.01.2025
/ DE000VC90UA6
BVT Call 7600 CAC 40 17.01.2025/ DE000VC90UA6 /
| 08/01/2025 09:45:02 |
Chg.+0.040 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+13.33% |
-
Bid Size: - |
-
Ask Size: - |
- |
7,600.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
VC90UA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,600.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
03/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
249.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.13 |
| Parity: |
-1.11 |
| Time value: |
0.30 |
| Break-even: |
7,630.00 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
-0.03 |
| Spread %: |
-9.09% |
| Delta: |
0.28 |
| Theta: |
-3.44 |
| Omega: |
69.79 |
| Rho: |
0.51 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+185.71% |
| 1 Month |
|
|
-54.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
+185.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.074 |
| 1M High / 1M Low: |
0.950 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.300 |
| Low (YTD): |
06/01/2025 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.161 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,127.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |