BVT Call 105 AMD 24.01.2025
/ DE000VG249X3
BVT Call 105 AMD 24.01.2025/ DE000VG249X3 /
| 1/23/2025 8:19:48 AM |
Chg.-0.02 |
Bid3:20:22 PM |
Ask3:20:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-1.12% |
1.67
Bid Size: 26,000 |
1.68
Ask Size: 26,000 |
Advanced Micro Devic... |
105.00 USD |
1/24/2025 |
Call |
Master data
| WKN: |
VG249X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Advanced Micro Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
1/24/2025 |
| Issue date: |
1/14/2025 |
| Last trading day: |
1/24/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
1.99 |
| Historic volatility: |
0.44 |
| Parity: |
1.80 |
| Time value: |
0.03 |
| Break-even: |
119.18 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.95 |
| Theta: |
-0.66 |
| Omega: |
6.16 |
| Rho: |
0.00 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.51% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.36 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |