BVT Call 160 BA 17.01.2025
/ DE000VC9WYX7
BVT Call 160 BA 17.01.2025/ DE000VC9WYX7 /
| 1/10/2025 4:45:01 PM |
Chg.-0.220 |
Bid4:53:37 PM |
Ask4:53:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-18.33% |
0.950
Bid Size: 35,000 |
0.970
Ask Size: 35,000 |
Boeing Company |
160.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VC9WYX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
1.14 |
| Time value: |
0.13 |
| Break-even: |
168.09 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.07 |
| Spread %: |
5.83% |
| Delta: |
0.83 |
| Theta: |
-0.24 |
| Omega: |
10.93 |
| Rho: |
0.02 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
0.980 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.200 |
| 1M High / 1M Low: |
2.110 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.320 |
| Low (YTD): |
1/9/2025 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |