BVT Call 32 LDO 20.03.2025
/ DE000VG3FUV3
BVT Call 32 LDO 20.03.2025/ DE000VG3FUV3 /
| 1/24/2025 8:48:28 AM |
Chg.+0.070 |
Bid11:52:52 AM |
Ask11:52:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+9.46% |
0.740
Bid Size: 15,000 |
0.780
Ask Size: 15,000 |
LEONARDO |
32.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VG3FUV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
1/16/2025 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-2.29 |
| Time value: |
0.93 |
| Break-even: |
32.93 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.14 |
| Spread %: |
17.72% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
10.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.77% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.520 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| 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: |
|
- |