BVT Call 21 LDO 19.06.2025
/ DE000VC3FAC9
BVT Call 21 LDO 19.06.2025/ DE000VC3FAC9 /
| 1/24/2025 8:33:36 AM |
Chg.+0.18 |
Bid6:17:53 PM |
Ask6:17:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.39EUR |
+1.95% |
9.14
Bid Size: 2,000 |
9.40
Ask Size: 2,000 |
LEONARDO |
21.00 EUR |
6/19/2025 |
Call |
Master data
| WKN: |
VC3FAC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
6/19/2025 |
| Issue date: |
9/5/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.00 |
| Intrinsic value: |
8.71 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.31 |
| Parity: |
8.71 |
| Time value: |
0.97 |
| Break-even: |
30.68 |
| Moneyness: |
1.41 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.35 |
| Spread %: |
3.75% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.70 |
| Rho: |
0.07 |
Quote data
| Open: |
9.39 |
| High: |
9.39 |
| Low: |
9.39 |
| Previous Close: |
9.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.79% |
| 1 Month |
|
|
+62.18% |
| 3 Months |
|
|
+208.88% |
| YTD |
|
|
+64.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.21 |
8.40 |
| 1M High / 1M Low: |
9.21 |
5.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
9.21 |
| Low (YTD): |
1/7/2025 |
6.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |