BVT Call 22 HPE 21.02.2025
/ DE000VG015L3
BVT Call 22 HPE 21.02.2025/ DE000VG015L3 /
| 1/10/2025 9:07:15 AM |
Chg.+0.07 |
Bid9:07:36 PM |
Ask9:07:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+6.73% |
1.62
Bid Size: 17,000 |
1.65
Ask Size: 17,000 |
Hewlett Packard Ente... |
22.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG015L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.36 |
| Parity: |
0.03 |
| Time value: |
1.19 |
| Break-even: |
22.59 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.04 |
| Spread %: |
3.39% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
9.49 |
| Rho: |
0.01 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.14% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
0.84 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.58 |
| Low (YTD): |
1/2/2025 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |