BVT Call 33 CRIN 20.03.2025
/ DE000VD8DXG5
BVT Call 33 CRIN 20.03.2025/ DE000VD8DXG5 /
| 23/01/2025 19:52:11 |
Chg.+1.230 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.850EUR |
+12.79% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
33.00 EUR |
20/03/2025 |
Call |
Master data
| WKN: |
VD8DXG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
20/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.60 |
| Intrinsic value: |
9.45 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.28 |
| Parity: |
9.45 |
| Time value: |
0.51 |
| Break-even: |
42.96 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.33 |
| Spread %: |
3.43% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.04 |
Quote data
| Open: |
10.150 |
| High: |
10.850 |
| Low: |
10.150 |
| Previous Close: |
9.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.38% |
| 1 Month |
|
|
+87.72% |
| 3 Months |
|
|
+38.75% |
| YTD |
|
|
+71.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.850 |
9.620 |
| 1M High / 1M Low: |
10.850 |
5.810 |
| 6M High / 6M Low: |
10.850 |
3.570 |
| High (YTD): |
23/01/2025 |
10.850 |
| Low (YTD): |
02/01/2025 |
5.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.40% |
| Volatility 6M: |
|
130.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |