BVT Call 300 CDNS 21.03.2025
/ DE000VC0CRJ1
BVT Call 300 CDNS 21.03.2025/ DE000VC0CRJ1 /
| 1/24/2025 9:06:41 AM |
Chg.+0.29 |
Bid10:36:55 AM |
Ask10:36:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
+9.48% |
3.41
Bid Size: 5,000 |
3.66
Ask Size: 5,000 |
Cadence Design Syste... |
300.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC0CRJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/19/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
2.35 |
| Time value: |
1.01 |
| Break-even: |
321.62 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.73 |
| Theta: |
-0.16 |
| Omega: |
6.75 |
| Rho: |
0.30 |
Quote data
| Open: |
3.35 |
| High: |
3.35 |
| Low: |
3.35 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.08% |
| 1 Month |
|
|
+35.08% |
| 3 Months |
|
|
+245.36% |
| YTD |
|
|
+41.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
1.85 |
| 1M High / 1M Low: |
3.06 |
1.72 |
| 6M High / 6M Low: |
3.77 |
0.97 |
| High (YTD): |
1/23/2025 |
3.06 |
| Low (YTD): |
1/15/2025 |
1.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.24% |
| Volatility 6M: |
|
207.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |