BVT Call 22 LDO 20.03.2025
/ DE000VD3VF34
BVT Call 22 LDO 20.03.2025/ DE000VD3VF34 /
| 1/23/2025 7:51:57 PM |
Chg.+0.020 |
Bid9:58:27 PM |
Ask9:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.950EUR |
+0.25% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
22.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD3VF3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.42 |
| Intrinsic value: |
7.32 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.31 |
| Parity: |
7.32 |
| Time value: |
0.91 |
| Break-even: |
30.23 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.36 |
| Spread %: |
4.57% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.05 |
| Rho: |
0.03 |
Quote data
| Open: |
7.650 |
| High: |
7.950 |
| Low: |
7.650 |
| Previous Close: |
7.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.13% |
| 1 Month |
|
|
+75.89% |
| 3 Months |
|
|
+303.55% |
| YTD |
|
|
+79.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.950 |
7.090 |
| 1M High / 1M Low: |
7.950 |
3.990 |
| 6M High / 6M Low: |
7.950 |
1.140 |
| High (YTD): |
1/23/2025 |
7.950 |
| Low (YTD): |
1/6/2025 |
3.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.961 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.63% |
| Volatility 6M: |
|
171.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |