BVT Call 13 XCA 20.06.2025
/ DE000VD87996
BVT Call 13 XCA 20.06.2025/ DE000VD87996 /
| 1/24/2025 8:46:59 AM |
Chg.+0.20 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+13.42% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
13.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD8799 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.23 |
| Time value: |
0.46 |
| Break-even: |
14.68 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
5.66% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
6.52 |
| Rho: |
0.04 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.55% |
| 1 Month |
|
|
+122.37% |
| 3 Months |
|
|
-3.98% |
| YTD |
|
|
+83.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.49 |
| 1M High / 1M Low: |
1.69 |
0.77 |
| 6M High / 6M Low: |
2.37 |
0.58 |
| High (YTD): |
1/24/2025 |
1.69 |
| Low (YTD): |
1/6/2025 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.67% |
| Volatility 6M: |
|
142.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |