BVT Call 7900 CAC 40 20.06.2025
/ DE000VD8Y0L5
BVT Call 7900 CAC 40 20.06.2025/ DE000VD8Y0L5 /
| 1/24/2025 8:13:46 AM |
Chg.+0.54 |
Bid11:57:45 AM |
Ask11:57:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
+25.71% |
2.79
Bid Size: 50,000 |
2.80
Ask Size: 50,000 |
- |
7,900.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD8Y0L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,900.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
31.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.13 |
| Parity: |
-0.07 |
| Time value: |
2.54 |
| Break-even: |
8,154.00 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.60% |
| Delta: |
0.57 |
| Theta: |
-1.04 |
| Omega: |
17.83 |
| Rho: |
17.21 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.33% |
| 1 Month |
|
|
+319.05% |
| 3 Months |
|
|
+50.86% |
| YTD |
|
|
+319.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.44 |
| 1M High / 1M Low: |
2.10 |
0.61 |
| 6M High / 6M Low: |
2.78 |
0.46 |
| High (YTD): |
1/23/2025 |
2.10 |
| Low (YTD): |
1/6/2025 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.02% |
| Volatility 6M: |
|
226.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |