BVT Call 13 GZF 21.03.2025
/ DE000VD72RF7
BVT Call 13 GZF 21.03.2025/ DE000VD72RF7 /
| 1/9/2025 8:07:25 PM |
Chg.-0.040 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.970EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
13.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD72RF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.16 |
| Parity: |
2.72 |
| Time value: |
0.56 |
| Break-even: |
16.27 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.25 |
| Spread %: |
8.28% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.02 |
Quote data
| Open: |
2.980 |
| High: |
3.030 |
| Low: |
2.960 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
+9.59% |
| 3 Months |
|
|
+6.45% |
| YTD |
|
|
+23.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
2.750 |
| 1M High / 1M Low: |
3.010 |
2.120 |
| 6M High / 6M Low: |
3.530 |
1.690 |
| High (YTD): |
1/8/2025 |
3.010 |
| Low (YTD): |
1/2/2025 |
2.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.08% |
| Volatility 6M: |
|
77.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |