BVT Call 84 GILD 21.03.2025
/ DE000VD9X871
BVT Call 84 GILD 21.03.2025/ DE000VD9X871 /
| 24/01/2025 09:04:22 |
Chg.-0.040 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
Gilead Sciences Inc |
84.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9X87 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.86 |
| Time value: |
0.15 |
| Break-even: |
90.14 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
7.21 |
| Rho: |
0.09 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-9.43% |
| 3 Months |
|
|
+15.66% |
| YTD |
|
|
-17.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.930 |
| 1M High / 1M Low: |
1.180 |
0.730 |
| 6M High / 6M Low: |
1.470 |
0.211 |
| High (YTD): |
02/01/2025 |
1.040 |
| Low (YTD): |
09/01/2025 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.711 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.88% |
| Volatility 6M: |
|
159.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |