BVT Call 22 HPE 17.01.2025
/ DE000VG015V2
BVT Call 22 HPE 17.01.2025/ DE000VG015V2 /
| 1/10/2025 7:41:11 PM |
Chg.-0.220 |
Bid9:24:02 PM |
Ask9:24:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-38.60% |
0.800
Bid Size: 18,000 |
0.850
Ask Size: 18,000 |
Hewlett Packard Ente... |
22.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VG015V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.36 |
| Parity: |
0.03 |
| Time value: |
0.58 |
| Break-even: |
21.98 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
3.04 |
| Spread abs.: |
0.04 |
| Spread %: |
7.02% |
| Delta: |
0.52 |
| Theta: |
-0.04 |
| Omega: |
18.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.350 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.400 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.060 |
| Low (YTD): |
1/2/2025 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| 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: |
|
- |