BVT Call 220 AMZN 21.02.2025
/ DE000VC5B538
BVT Call 220 AMZN 21.02.2025/ DE000VC5B538 /
| 1/24/2025 8:55:27 AM |
Chg.+0.09 |
Bid10:45:06 AM |
Ask10:45:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
+4.92% |
1.92
Bid Size: 23,000 |
1.94
Ask Size: 23,000 |
Amazon.com Inc |
220.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VC5B53 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
10/7/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
1.48 |
| Time value: |
0.46 |
| Break-even: |
230.62 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.75 |
| Theta: |
-0.16 |
| Omega: |
8.71 |
| Rho: |
0.11 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.13% |
| 1 Month |
|
|
+18.52% |
| 3 Months |
|
|
+392.31% |
| YTD |
|
|
+40.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.06 |
| 1M High / 1M Low: |
1.83 |
0.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
1.83 |
| Low (YTD): |
1/13/2025 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |