BVT Call 7900 CAC 40 20.06.2025
/ DE000VD8Y0L5
BVT Call 7900 CAC 40 20.06.2025/ DE000VD8Y0L5 /
| 24/01/2025 19:44:11 |
Chg.+0.080 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
+3.27% |
-
Bid Size: - |
-
Ask Size: - |
- |
7,900.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
VD8Y0L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,900.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
02/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
31.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.13 |
| Parity: |
0.28 |
| Time value: |
2.25 |
| Break-even: |
8,153.00 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.61% |
| Delta: |
0.61 |
| Theta: |
-0.98 |
| Omega: |
19.00 |
| Rho: |
18.21 |
Quote data
| Open: |
2.790 |
| High: |
2.790 |
| Low: |
2.520 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.41% |
| 1 Month |
|
|
+314.75% |
| 3 Months |
|
|
+67.55% |
| YTD |
|
|
+256.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
1.660 |
| 1M High / 1M Low: |
2.530 |
0.610 |
| 6M High / 6M Low: |
2.780 |
0.530 |
| High (YTD): |
24/01/2025 |
2.530 |
| Low (YTD): |
03/01/2025 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.492 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.52% |
| Volatility 6M: |
|
223.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |