BVT Call 12 XCA 21.03.2025
/ DE000VC9J6Z2
BVT Call 12 XCA 21.03.2025/ DE000VC9J6Z2 /
| 1/10/2025 8:25:21 AM |
Chg.+0.10 |
Bid4:29:21 PM |
Ask4:29:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+6.21% |
1.71
Bid Size: 26,000 |
1.72
Ask Size: 26,000 |
CREDIT AGRICOLE INH.... |
12.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VC9J6Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/27/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
1.44 |
| Time value: |
0.38 |
| Break-even: |
13.81 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
5.23% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
5.81 |
| Rho: |
0.02 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.59% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
+14.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.55 |
| 1M High / 1M Low: |
1.70 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.70 |
| Low (YTD): |
1/6/2025 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |