BVT Call 2050 HMI 21.03.2025
/ DE000VD76GD6
BVT Call 2050 HMI 21.03.2025/ DE000VD76GD6 /
| 1/9/2025 8:07:07 PM |
Chg.+0.120 |
Bid8:50:05 AM |
Ask8:50:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.760EUR |
+3.30% |
3.660
Bid Size: 3,000 |
3.770
Ask Size: 3,000 |
HERMES INTERNATIONAL... |
2,050.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD76GD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HERMES INTERNATIONAL O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,050.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
3.20 |
| Time value: |
0.82 |
| Break-even: |
2,452.00 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.36 |
| Spread %: |
9.84% |
| Delta: |
0.79 |
| Theta: |
-1.18 |
| Omega: |
4.64 |
| Rho: |
2.84 |
Quote data
| Open: |
3.490 |
| High: |
3.780 |
| Low: |
3.490 |
| Previous Close: |
3.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.62% |
| 1 Month |
|
|
+35.74% |
| 3 Months |
|
|
+68.61% |
| YTD |
|
|
+19.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.760 |
2.600 |
| 1M High / 1M Low: |
3.760 |
2.600 |
| 6M High / 6M Low: |
3.760 |
0.890 |
| High (YTD): |
1/9/2025 |
3.760 |
| Low (YTD): |
1/3/2025 |
2.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.017 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.95% |
| Volatility 6M: |
|
223.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |