BVT Call 2239.95 HMI 21.03.2025/  DE000VD3RUR9  /

EUWAX
1/24/2025  8:51:54 AM Chg.+0.64 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
4.72EUR +15.69% -
Bid Size: -
-
Ask Size: -
HERMES INTERNATIONAL... 2,239.953 - 3/21/2025 Call
 

Master data

WKN: VD3RUR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 2,239.95 -
Maturity: 3/21/2025
Issue date: 4/10/2024
Last trading day: 3/21/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 5.59
Leverage: Yes

Calculated values

Fair value: 4.35
Intrinsic value: 4.22
Implied volatility: 0.49
Historic volatility: 0.26
Parity: 4.22
Time value: 0.54
Break-even: 2,715.95
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.26
Spread %: 5.78%
Delta: 0.85
Theta: -1.23
Omega: 4.73
Rho: 2.68
 

Quote data

Open: 4.72
High: 4.72
Low: 4.72
Previous Close: 4.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.20%
1 Month  
+174.42%
3 Months  
+418.68%
YTD  
+180.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.72 2.98
1M High / 1M Low: 4.72 1.46
6M High / 6M Low: 4.72 0.40
High (YTD): 1/24/2025 4.72
Low (YTD): 1/6/2025 1.46
52W High: - -
52W Low: - -
Avg. price 1W:   3.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.45
Avg. volume 1M:   0.00
Avg. price 6M:   1.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.97%
Volatility 6M:   315.13%
Volatility 1Y:   -
Volatility 3Y:   -