BVT Call 1600 MELI 21.03.2025
/ DE000VD9EUL7
BVT Call 1600 MELI 21.03.2025/ DE000VD9EUL7 /
| 1/23/2025 8:58:02 AM |
Chg.-0.30 |
Bid7:23:53 PM |
Ask7:23:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
-10.56% |
2.67
Bid Size: 36,000 |
2.69
Ask Size: 36,000 |
MercadoLibre Inc |
1,600.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9EUL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MercadoLibre Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,600.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
2.30 |
| Time value: |
0.50 |
| Break-even: |
1,837.08 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.80 |
| Theta: |
-0.87 |
| Omega: |
5.09 |
| Rho: |
1.95 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.56% |
| 1 Month |
|
|
+9.96% |
| 3 Months |
|
|
-49.60% |
| YTD |
|
|
+25.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.88 |
2.80 |
| 1M High / 1M Low: |
2.91 |
1.93 |
| 6M High / 6M Low: |
5.73 |
1.75 |
| High (YTD): |
1/6/2025 |
2.91 |
| Low (YTD): |
1/2/2025 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.93% |
| Volatility 6M: |
|
180.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |