BVT Call 260 AVGO 31.01.2025/  DE000VG2PF77  /

EUWAX
1/24/2025  8:48:16 AM Chg.-0.058 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.078EUR -42.65% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 260.00 USD 1/31/2025 Call
 

Master data

WKN: VG2PF7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 1/31/2025
Issue date: 1/8/2025
Last trading day: 1/31/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 170.19
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.50
Parity: -1.46
Time value: 0.14
Break-even: 249.11
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 54.98
Spread abs.: 0.01
Spread %: 7.87%
Delta: 0.18
Theta: -0.32
Omega: 30.24
Rho: 0.01
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.136
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.89%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.202 0.078
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.151
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:   -