BVT Call 21 INTC 24.01.2025
/ DE000VG15ZX5
BVT Call 21 INTC 24.01.2025/ DE000VG15ZX5 /
| 1/24/2025 8:15:23 AM |
Chg.-0.340 |
Bid10:20:42 AM |
Ask10:20:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-37.78% |
0.610
Bid Size: 8,000 |
0.710
Ask Size: 8,000 |
Intel Corporation |
21.00 USD |
1/24/2025 |
Call |
Master data
| WKN: |
VG15ZX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 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: |
20.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.49 |
| Parity: |
0.83 |
| Time value: |
0.18 |
| Break-even: |
21.19 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
23.01 |
| Spread abs.: |
0.03 |
| Spread %: |
3.06% |
| Delta: |
0.76 |
| Theta: |
-0.20 |
| Omega: |
15.80 |
| Rho: |
0.00 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+165.40% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
0.211 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| 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: |
|
- |