BVT Call 20 INTC/ DE000VG15ZV9 /
| 1/24/2025 1:54:29 PM | Chg.+0.020 | Bid1:54:29 PM | Ask1:54:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.480EUR | +1.37% | - Bid Size: - |
- Ask Size: - |
Intel Corporation | 20.00 USD | 1/24/2025 | Call |
Master data
| WKN: | VG15ZV |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Intel Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 USD |
| Maturity: | 1/24/2025 |
| Issue date: | 1/2/2025 |
| Last trading day: | 1/24/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.79 |
|---|---|
| Intrinsic value: | 1.79 |
| Implied volatility: | 1.45 |
| Historic volatility: | 0.49 |
| Parity: | 1.79 |
| Time value: | 0.09 |
| Break-even: | 21.10 |
| Moneyness: | 1.09 |
| Premium: | 0.00 |
| Premium p.a.: | 4.01 |
| Spread abs.: | 0.02 |
| Spread %: | 1.08% |
| Delta: | 0.89 |
| Theta: | -0.16 |
| Omega: | 9.90 |
| Rho: | 0.00 |
Quote data
| Open: | 1.530 |
|---|---|
| High: | 1.530 |
| Low: | 1.480 |
| Previous Close: | 1.460 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -5.73% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.250 | 1.460 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.886 | |
| Avg. volume 1W: | 0.000 | |
| 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: | - |