BVT Call 18.5 INTC/ DE000VG2PCG3 /
| 1/24/2025 8:48:14 AM | Chg.-0.30 | Bid10:00:45 PM | Ask10:00:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.88EUR | -9.43% | - Bid Size: - |
- Ask Size: - |
Intel Corporation | 18.50 USD | 1/24/2025 | Call |
Master data
| WKN: | VG2PCG |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Intel Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.50 USD |
| Maturity: | 1/24/2025 |
| Issue date: | 1/8/2025 |
| Last trading day: | 1/24/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.23 |
|---|---|
| Intrinsic value: | 3.23 |
| Implied volatility: | 2.11 |
| Historic volatility: | 0.49 |
| Parity: | 3.23 |
| Time value: | 0.06 |
| Break-even: | 21.06 |
| Moneyness: | 1.18 |
| Premium: | 0.00 |
| Premium p.a.: | 1.92 |
| Spread abs.: | 0.02 |
| Spread %: | 0.61% |
| Delta: | 0.94 |
| Theta: | -0.14 |
| Omega: | 6.01 |
| Rho: | 0.00 |
Quote data
| Open: | 2.88 |
|---|---|
| High: | 2.88 |
| Low: | 2.88 |
| Previous Close: | 3.18 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +116.54% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.57 | 1.33 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.00 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |