BVT Call 30 FRE 21.03.2025
/ DE000VD3DUR9
BVT Call 30 FRE 21.03.2025/ DE000VD3DUR9 /
| 1/24/2025 8:49:30 AM |
Chg.+0.99 |
Bid9:27:40 AM |
Ask9:27:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.23EUR |
+15.87% |
7.15
Bid Size: 11,000 |
7.19
Ask Size: 11,000 |
FRESENIUS SE+CO.KGAA... |
30.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD3DUR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.05 |
| Intrinsic value: |
5.91 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
5.91 |
| Time value: |
0.60 |
| Break-even: |
36.51 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.21 |
| Spread %: |
3.33% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.78 |
| Rho: |
0.04 |
Quote data
| Open: |
7.23 |
| High: |
7.23 |
| Low: |
7.23 |
| Previous Close: |
6.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.11% |
| 1 Month |
|
|
+82.12% |
| 3 Months |
|
|
+59.25% |
| YTD |
|
|
+74.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.68 |
6.07 |
| 1M High / 1M Low: |
6.68 |
4.12 |
| 6M High / 6M Low: |
6.68 |
3.02 |
| High (YTD): |
1/22/2025 |
6.68 |
| Low (YTD): |
1/3/2025 |
4.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.29% |
| Volatility 6M: |
|
114.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |