BVT Call 240 AVGO 31.01.2025/  DE000VG2HM29  /

Frankfurt Zert./VONT
1/24/2025  7:54:39 PM Chg.+0.290 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
0.740EUR +64.44% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 240.00 USD 1/31/2025 Call
 

Master data

WKN: VG2HM2
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 1/31/2025
Issue date: 1/7/2025
Last trading day: 1/31/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.51
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.45
Implied volatility: 0.45
Historic volatility: 0.50
Parity: 0.45
Time value: 0.34
Break-even: 236.59
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 1.43
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.65
Theta: -0.43
Omega: 19.06
Rho: 0.02
 

Quote data

Open: 0.580
High: 0.870
Low: 0.540
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.31%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.450
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -