BVT Call 24 LDO 20.02.2025
/ DE000VG0TKA5
BVT Call 24 LDO 20.02.2025/ DE000VG0TKA5 /
| 1/23/2025 7:45:20 PM |
Chg.+0.080 |
Bid9:58:27 PM |
Ask9:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.830EUR |
+1.39% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
24.00 EUR |
2/20/2025 |
Call |
Master data
| WKN: |
VG0TKA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2/20/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.38 |
| Intrinsic value: |
5.32 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.31 |
| Parity: |
5.32 |
| Time value: |
0.79 |
| Break-even: |
30.11 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.35 |
| Spread %: |
6.08% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
3.98 |
| Rho: |
0.01 |
Quote data
| Open: |
5.560 |
| High: |
5.830 |
| Low: |
5.560 |
| Previous Close: |
5.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.52% |
| 1 Month |
|
|
+124.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
+129.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.750 |
4.720 |
| 1M High / 1M Low: |
5.750 |
2.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
5.750 |
| Low (YTD): |
1/6/2025 |
2.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |