BVT Call 25 LDO 20.02.2025
/ DE000VC962E5
BVT Call 25 LDO 20.02.2025/ DE000VC962E5 /
| 1/23/2025 8:44:17 AM |
Chg.+0.37 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
+8.35% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
25.00 EUR |
2/20/2025 |
Call |
Master data
| WKN: |
VC962E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2/20/2025 |
| Issue date: |
12/5/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.31 |
| Parity: |
4.32 |
| Time value: |
0.82 |
| Break-even: |
30.14 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.35 |
| Spread %: |
7.31% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
4.59 |
| Rho: |
0.01 |
Quote data
| Open: |
4.80 |
| High: |
4.80 |
| Low: |
4.80 |
| Previous Close: |
4.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.73% |
| 1 Month |
|
|
+172.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
+174.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.43 |
3.70 |
| 1M High / 1M Low: |
4.43 |
1.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
4.43 |
| Low (YTD): |
1/7/2025 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |