BVT Call 12.5 XCA 21.03.2025
/ DE000VD72QH5
BVT Call 12.5 XCA 21.03.2025/ DE000VD72QH5 /
| 1/9/2025 9:04:24 AM |
Chg.- |
Bid8:26:05 AM |
Ask8:26:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
1.26
Bid Size: 6,000 |
1.30
Ask Size: 6,000 |
CREDIT AGRICOLE INH.... |
12.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD72QH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.86 |
| Time value: |
0.44 |
| Break-even: |
13.80 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.08 |
| Spread %: |
6.56% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
7.35 |
| Rho: |
0.02 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.50% |
| 1 Month |
|
|
-0.86% |
| 3 Months |
|
|
-41.92% |
| YTD |
|
|
-0.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.15 |
| 1M High / 1M Low: |
1.27 |
0.95 |
| 6M High / 6M Low: |
2.68 |
0.70 |
| High (YTD): |
1/8/2025 |
1.27 |
| Low (YTD): |
1/2/2025 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.97% |
| Volatility 6M: |
|
134.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |