BVT Call 20 INTC 21.02.2025
/ DE000VG0TG41
BVT Call 20 INTC 21.02.2025/ DE000VG0TG41 /
| 1/24/2025 10:13:47 AM |
Chg.-0.010 |
Bid10:33:25 AM |
Ask10:33:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
-0.42% |
2.410
Bid Size: 9,000 |
2.480
Ask Size: 9,000 |
Intel Corporation |
20.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG0TG4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.49 |
| Parity: |
1.51 |
| Time value: |
0.96 |
| Break-even: |
21.67 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
5.77 |
| Rho: |
0.01 |
Quote data
| Open: |
2.390 |
| High: |
2.390 |
| Low: |
2.390 |
| Previous Close: |
2.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.91% |
| 1 Month |
|
|
+13.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
+21.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.020 |
2.400 |
| 1M High / 1M Low: |
3.020 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
3.020 |
| Low (YTD): |
1/14/2025 |
1.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.992 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |