BVT Call 23 LDO 20.03.2025
/ DE000VD3VFY8
BVT Call 23 LDO 20.03.2025/ DE000VD3VFY8 /
| 1/24/2025 8:58:28 AM |
Chg.+0.18 |
Bid11:58:13 AM |
Ask11:58:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.13EUR |
+2.59% |
6.80
Bid Size: 8,000 |
6.83
Ask Size: 8,000 |
LEONARDO |
23.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD3VFY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.82 |
| Intrinsic value: |
6.71 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.31 |
| Parity: |
6.71 |
| Time value: |
0.70 |
| Break-even: |
30.41 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.36 |
| Spread %: |
5.11% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.47 |
| Rho: |
0.03 |
Quote data
| Open: |
7.13 |
| High: |
7.13 |
| Low: |
7.13 |
| Previous Close: |
6.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.24% |
| 1 Month |
|
|
+99.72% |
| 3 Months |
|
|
+388.36% |
| YTD |
|
|
+106.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.95 |
6.03 |
| 1M High / 1M Low: |
6.95 |
3.45 |
| 6M High / 6M Low: |
6.95 |
0.91 |
| High (YTD): |
1/23/2025 |
6.95 |
| Low (YTD): |
1/7/2025 |
3.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.51% |
| Volatility 6M: |
|
200.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |