BVT Call 25 LDO 19.06.2025
/ DE000VD9YLK6
BVT Call 25 LDO 19.06.2025/ DE000VD9YLK6 /
| 1/24/2025 9:04:39 AM |
Chg.+0.09 |
Bid10:16:35 AM |
Ask10:16:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.79EUR |
+1.58% |
5.53
Bid Size: 9,000 |
5.55
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: |
5.79 |
| High: |
5.79 |
| Low: |
5.79 |
| Previous Close: |
5.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.16% |
| 1 Month |
|
|
+95.61% |
| 3 Months |
|
|
+348.84% |
| YTD |
|
|
+105.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.70 |
4.90 |
| 1M High / 1M Low: |
5.70 |
2.82 |
| 6M High / 6M Low: |
5.70 |
0.80 |
| High (YTD): |
1/23/2025 |
5.70 |
| Low (YTD): |
1/7/2025 |
2.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
28.80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.42% |
| Volatility 6M: |
|
194.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |