BVT Call 25 LDO 19.06.2025
/ DE000VD9YLK6
BVT Call 25 LDO 19.06.2025/ DE000VD9YLK6 /
| 1/24/2025 10:10:53 AM |
Chg.-0.250 |
Bid10:49:46 AM |
Ask10:49:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.550EUR |
-4.31% |
5.570
Bid Size: 9,000 |
5.590
Ask Size: 9,000 |
LEONARDO |
25.00 EUR |
6/19/2025 |
Call |
Master data
| WKN: |
VD9YLK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
6/19/2025 |
| Issue date: |
7/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
4.71 |
| Time value: |
1.46 |
| Break-even: |
31.17 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.32 |
| Spread %: |
5.47% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.78 |
| Rho: |
0.07 |
Quote data
| Open: |
5.550 |
| High: |
5.550 |
| Low: |
5.550 |
| Previous Close: |
5.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+83.17% |
| 3 Months |
|
|
+323.66% |
| YTD |
|
|
+86.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.800 |
5.060 |
| 1M High / 1M Low: |
5.800 |
2.880 |
| 6M High / 6M Low: |
5.800 |
0.790 |
| High (YTD): |
1/23/2025 |
5.800 |
| Low (YTD): |
1/6/2025 |
2.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.78% |
| Volatility 6M: |
|
171.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |