BVT Call 25 LDO 20.03.2025
/ DE000VD3VF42
BVT Call 25 LDO 20.03.2025/ DE000VD3VF42 /
| 1/24/2025 8:58:28 AM |
Chg.+0.18 |
Bid12:22:32 PM |
Ask12:22:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.26EUR |
+3.54% |
4.91
Bid Size: 8,000 |
4.94
Ask Size: 8,000 |
LEONARDO |
25.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD3VF4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.31 |
| Parity: |
4.71 |
| Time value: |
0.82 |
| Break-even: |
30.53 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.35 |
| Spread %: |
6.76% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
4.40 |
| Rho: |
0.03 |
Quote data
| Open: |
5.26 |
| High: |
5.26 |
| Low: |
5.26 |
| Previous Close: |
5.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.35% |
| 1 Month |
|
|
+145.79% |
| 3 Months |
|
|
+533.73% |
| YTD |
|
|
+160.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.08 |
4.23 |
| 1M High / 1M Low: |
5.08 |
2.02 |
| 6M High / 6M Low: |
5.08 |
0.49 |
| High (YTD): |
1/23/2025 |
5.08 |
| Low (YTD): |
1/7/2025 |
2.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
45.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.30% |
| Volatility 6M: |
|
239.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |