BVT Call 170 GOOGL 21.03.2025/  DE000VC890P4  /

Frankfurt Zert./VONT
1/23/2025  7:47:45 PM Chg.-0.060 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
2.970EUR -1.98% -
Bid Size: -
-
Ask Size: -
Alphabet A 170.00 USD 3/21/2025 Call
 

Master data

WKN: VC890P
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Alphabet A
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 3/21/2025
Issue date: 11/25/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.35
Leverage: Yes

Calculated values

Fair value: 2.85
Intrinsic value: 2.73
Implied volatility: 0.38
Historic volatility: 0.27
Parity: 2.73
Time value: 0.27
Break-even: 193.34
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.33%
Delta: 0.87
Theta: -0.06
Omega: 5.52
Rho: 0.21
 

Quote data

Open: 2.950
High: 3.110
Low: 2.950
Previous Close: 3.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.65%
1 Month  
+5.32%
3 Months     -
YTD  
+17.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.090 2.660
1M High / 1M Low: 3.090 2.360
6M High / 6M Low: - -
High (YTD): 1/21/2025 3.090
Low (YTD): 1/2/2025 2.360
52W High: - -
52W Low: - -
Avg. price 1W:   2.906
Avg. volume 1W:   0.000
Avg. price 1M:   2.746
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -