BVT Call 29 LDO 18.09.2025
/ DE000VC7KCR4
BVT Call 29 LDO 18.09.2025/ DE000VC7KCR4 /
| 1/24/2025 9:00:01 AM |
Chg.+0.21 |
Bid10:33:32 AM |
Ask10:33:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.78EUR |
+5.88% |
3.53
Bid Size: 12,000 |
3.55
Ask Size: 12,000 |
LEONARDO |
29.00 EUR |
9/18/2025 |
Call |
Master data
| WKN: |
VC7KCR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 EUR |
| Maturity: |
9/18/2025 |
| Issue date: |
11/8/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.71 |
| Time value: |
3.26 |
| Break-even: |
32.97 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.23 |
| Spread %: |
6.15% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
4.60 |
| Rho: |
0.09 |
Quote data
| Open: |
3.78 |
| High: |
3.78 |
| Low: |
3.78 |
| Previous Close: |
3.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+114.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
+131.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.57 |
2.94 |
| 1M High / 1M Low: |
3.57 |
1.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
3.57 |
| Low (YTD): |
1/7/2025 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |